Error analysis of exponential integrators for oscillatory second-order differential equations

Volker Grimm, Marlis Hochbruck

Journal of Physics A Mathematical and General · 2006 · 96 citations · 15 references

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Abstract

In this paper, we analyse a family of exponential integrators for second-order differential equations in which high-frequency oscillations in the solution are generated by a linear part. Conditions are given which guarantee that the integrators allow second-order error bounds independent of the product of the step size with the frequencies. Our convergence analysis generalizes

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