We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based formulas are based on the inverse Laplace transform or the Fourier transform. We show these expressions are essentially equivalent in terms of complex integrals and choose the former as a starting point to reduce computational cost. By choosing a simple integral path, we derive an integral expression mentioned above. Then, we can easily apply the double-exponential formula and the Gauss-Legendre formula, which have rigorous error bounds. As numerical experiments show, the proposed formula outperforms the existing formulas when the imaginary parts of the eigenvalues of matrices have large absolute values.
In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schrödinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence and long time near conservations of actions, momentum and density will be formulated and analysed. To this end, we derive continuous-stage exponential integrators and show that the integrators can exactly preserve the energy of Hamiltonian systems. Three practical energy-preserving integrators are presented. It is shown that these integrators exhibit optimal conv…
An exponential integrator for a highly oscillatory Vlasov equation
Université Européenne de Bretagne, LMBA (UMR CNRS 6205), Université de Bretagne-Sud（欧洲布列塔尼大学，LMBA（CNRS联合研究单位6205），南布列塔尼大学）；Inria Nancy-Grand Est, CALVI Project & IRMA (UMR CNRS 7501), Université de Strasbourg（法国国家信息与自动化研究所南斯特拉斯堡分部，CALVI项目，IRMA（CNRS联合研究单位7501），斯特拉斯堡大学）；Max Planck Institute for Plasma Physics, EURATOM Association（马克斯·普朗克等离子体物理研究所，EURATOM协会）
An explicit factorization of the Green's function for an acoustic half-space problem with impedance boundary conditions into an oscillatory exponential and a slowly varying function
针对阻抗边界条件下的 d 维声学半空间问题，提出 Green 函数的统一新表示，将其分解为振荡复指数与可高效多项式逼近的缓变函数。
Rational exponential integrators (REXI) are a class of numerical methods that are well suited for the time integration of linear partial differential equations with imaginary eigenvalues. Since these methods can be parallelized in time (in addition to the spatial parallelization that is commonly performed) they are well suited to exploit modern high performance computing systems. In this paper, we propose a novel REXI scheme that drastically improves accuracy and efficiency. The chosen approach will also allow us to easily determine how many terms are required in the approximation in order to …
We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory phase function that obeys the nonlinear Riccati equation. We propose a defect-correction iteration that gives an asymptotic series for such a phase function; this is numerically approximated on a Chebyshev grid with a small number of nodes. For analytic coefficients we prove that each iteration, up to a certain maximum number, reduces the residual by a fact…
Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that hyperinterpolation, a discrete projection method with coefficients obtained by evaluating the $L^2$ orthogonal projection coefficients using some numerical integration methods, may be inefficient for approximating singular and oscillatory functions. A relatively large amount of numerical integration points are necessary for satisfactory accuracy. Moreover, in…
Guangdong Province Key Lab of Computational Science, School of Mathematics and Computational Science, Sun Yat-sen University（中山大学数学与计算科学学院）；Department of Mathematics, Syracuse University（雪城大学数学系）
