Embedded exponential Runge–Kutta–Nyström methods for highly oscillatory Hamiltonian systems

Abstract

Exponential/extended Runge–Kutta–Nyström (ERKN) methods have been validated by numerous theoretical and numerical results to be more efficient and suitable than classical Runge–Kutta–Nyström (RKN) methods in dealing with highly oscillatory Hamiltonian systems. Once numerical solutions are required to achieve a prescribed local error tolerance for practical problems, the embedded ERKN pairs with adaptive stepsize are needed. Given the higher efficiency of high-order methods than low-order methods, this paper focuses on high-order embedded ERKN pairs. Using the particular mapping from RKN methods into ERKN methods, we establish an approach to constructing high-order embedded ERKN pairs. By diagonalizing the frequency matrix, an implementation algorithm with less calculation amount than the direct calculation procedure is proposed for high-dimensional problems. In addition, the dispersion and dissipation of the ERKN pairs ERKN4(3) and ERKN8(6) are analyzed. Furthermore, the application of ERKN pairs to an important highly oscillatory problem, i.e., the wave equation prescribed with different boundary conditions is discussed. For the periodic boundary condition, a special implementation algorithm incorporated with FFT techniques is presented, which decreases the calculation amount in one time step from O(N2) to O(Nlog⁡N). Finally, numerical results with the FPU problem, the Klein–Gordon equation in the nonrelativistic limit regime, and a two-dimensional wave equation demonstrate the superiority of ERKN pairs over classical RKN pairs.