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Long-time analysis of extended RKN integrators for Hamiltonian systems with a solution-dependent high frequency

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arxiv 1803.07861 v3 pith:R4GKIDBY submitted 2018-03-21 math.NA cs.NA

Long-time analysis of extended RKN integrators for Hamiltonian systems with a solution-dependent high frequency

classification math.NA cs.NA
keywords long-timeanalysisbehaviourerknextendedfrequencyhamiltonianhigh
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In this paper, we analyse the long-time behaviour of the extended RKN (ERKN) integrators for solving highly oscillatory Hamiltonian systems with a slowly varying, solution-dependent high frequency. We prove that a symmetric ERKN integrator approximately conserves a modified action and a modified total energy over long time intervals based on the technique of varying-frequency modulated Fourier expansion. An illustrative numerical experiment is carried out and the numerical results strongly support the theoretical analysis presented in this paper. As a byproduct of this work, similar long-time behaviour is also investigated for an RKN method.

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