Problems with different time scales

Author:

Kreiss Heinz-Otto

Abstract

In this section we discuss a very simple problem. Consider the scalar initial value problemHere ε > 0 is a small constant and a = a1 + ia2, a1, a2 real, is a complex number with |a| = 1. We can write down the solution of (1.1) explicity. It iswhereis the forced solution andis a solution of the homogeneous equationyS varies on the time scale ‘1’ while yF varies on the much faster scale 1/ε. We say that yS, yF vary on the slow and fast scale, respectively. We use also the phrase: yS and yF are the slow and the fast part of the solution, respectively.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics,Numerical Analysis

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Derivative-free high-order uniformly accurate schemes for highly oscillatory systems;IMA Journal of Numerical Analysis;2021-05-03

2. Numerical Solution of Time-Dependent Problems with Different Time Scales;Computational Mathematics and Mathematical Physics;2018-10

3. Parareal Multiscale Methods for Highly Oscillatory Dynamical Systems;SIAM Journal on Scientific Computing;2016-01

4. Heterogeneous Multiscale Methods for ODEs;Encyclopedia of Applied and Computational Mathematics;2015

5. Variational integrators for electric circuits;Journal of Computational Physics;2013-06

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