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Error Analysis on a Novel Class of Exponential Integrators with Local Linear Extension Techniques for Highly Oscillatory ODEs

Numerical Analysis 2026-02-05 v2 Numerical Analysis

Abstract

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter ε\varepsilon, with purely imaginary eigenvalues, and an ε\varepsilon-independent nonlinear part. When 0<ε10<\varepsilon\ll 1, the rapidly oscillatory nature of the solution imposes severe constraints on step size selection and numerical accuracy, leading to considerable computational difficulties. Inspired by a linearization technique that introduces auxiliary polynomial variables, a new family of explicit exponential integrators has recently been proposed. These methods do not require the linear part to be diagonal or to have eigenvalues that are integer multiples of a fixed value - a common assumption in multiscale approaches - and they achieve arbitrarily high orders of convergence without imposing order conditions. The main contribution of this work is to provide a rigorous error analysis for this new class of methods under a bounded oscillatory energy condition. To this end, we first establish the equivalence between the high-dimensional system and the original problem using algebraic techniques. Building on these foundational results, we prove that the numerical schemes, when employing auxiliary polynomial variables of degree kk, achieve a uniform convergence order of O(hk+1)O(h^{k+1}). In particular, an improved order of O(εhk)O(\varepsilon h^k) is attained when hh is larger than the scale of ε\varepsilon. These theoretical findings are further applied to second-order oscillatory systems, leading to improved uniform accuracy with respect to ε\varepsilon. Finally, numerical experiments confirm the optimality of the derived error estimates.

Keywords

Cite

@article{arxiv.2511.15104,
  title  = {Error Analysis on a Novel Class of Exponential Integrators with Local Linear Extension Techniques for Highly Oscillatory ODEs},
  author = {Zhihao Qi and Weibing Deng and Fuhai Zhu},
  journal= {arXiv preprint arXiv:2511.15104},
  year   = {2026}
}
R2 v1 2026-07-01T07:44:41.628Z