NANADSMar 15, 2018

A stroboscopic averaging algorithm for highly oscillatory delay problems

arXiv:1703.073004 citationsh-index: 41
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Provides an efficient numerical method for highly oscillatory delay problems, which are computationally challenging.

Proposed a stroboscopic averaging method for constant-delay differential equations with fast periodic forcing, achieving O(H^2 + 1/Ω^2) errors with computational cost scaling like H^{-1} uniformly in frequency.

We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide approximations with $\(\mathcal{O}(H^2+1/Ω^2)\)$ errors with a computational effort that grows like $\(H^{-1}\)$ (the inverse of the stepsize), uniformly in the forcing frequency Omega.

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