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Efficient computation of delay differential equations with highly oscillatory terms

Marissa Condon, Alfredo Deaño, Arieh Iserles, Karolina Kropielnicka (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...

Efficient computation of delay differential equations with highly oscillatory terms

Marissa Condon, Alfredo Deaño, Arieh Iserles, Karolina Kropielnicka (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...

Efficient computation of delay differential equations with highly oscillatory terms

Marissa Condon, Alfredo Deaño, Arieh Iserles, Karolina Kropielnicka (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...

Elliptic equations of higher stochastic order

Sergey V. Lototsky, Boris L. Rozovskii, Xiaoliang Wan (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of the Wiener Chaos (Cameron-Martin) expansions. The existence and uniqueness of the solutions are established under rather weak assumptions, the main of which...

Energetics and switching of quasi-uniform states in small ferromagnetic particles

François Alouges, Sergio Conti, Antonio DeSimone, Yvo Pokern (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and code. We...

Energetics and switching of quasi-uniform states in small ferromagnetic particles

François Alouges, Sergio Conti, Antonio DeSimone, Yvo Pokern (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and...

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