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Stability Limitations in Simulation of Dynamical Systems with Multiple Time-Scales

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Abstract

This paper focuses on the stability properties of a recently proposed exponential integrator particularly in simulation of highly oscillatory systems with multiple time-scales. The linear and nonlinear stability properties of the presented exponential integrator have been studied. We illustrate this with the Fermi–Pasta–Ulam (FPU) problem, a highly oscillatory nonlinear system known as a test benchmark for multi-scale time integrators. This example is also illustrative when studying the numerical resonance and algorithmic instability in the multi-time-stepping (MTS) methods, such as in exponential and/or trigonometric integration schemes, since it has no external input force and therefore no real physical resonance.

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Notes

  1. 1.

    Note that in problems with a quadratic fast potential both the Deuflhard method and the impulse method are identical as suggested in [10].

  2. 2.

    A symplectic integrator is a scheme that intends to simulate a Hamiltonian system numerically, while it preserves its underlying symplectic structure [12].

  3. 3.

    One can use the MATLAB command sysd = c2d(sys,‘foh’) in order to discretize a linear-time-invariant system.

  4. 4.

    Linearly implicit methods need only to solve a linear equation set, no matter the system we simulate is linear or nonlinear (see [14] for more details).

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Correspondence to Sadegh Rahrovani .

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Rahrovani, S., Abrahamsson, T., Modin, K. (2016). Stability Limitations in Simulation of Dynamical Systems with Multiple Time-Scales. In: Kerschen, G. (eds) Nonlinear Dynamics, Volume 1. Conference Proceedings of the Society for Experimental Mechanics Series. Springer, Cham. https://doi.org/10.1007/978-3-319-15221-9_7

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  • DOI: https://doi.org/10.1007/978-3-319-15221-9_7

  • Publisher Name: Springer, Cham

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