On the Computation of Highly Oscillatory Equations

Prof. Arieh Iserles

Department of Applied Mathematics and Theoretical Physics (DAMTP) University of Cambridge
Cambridge, UK


Monday, 23 March 2009
10:45 -11:45am (Preceded by Tea Reception at 10:30am)

NAB209, Lam Woo International Conference Center,
ShawCampus, Hong Kong Baptist University


In this talk we consider efficient computation of differential and differential-algebraic systems that originate in the modelling of electronic circuits. We represent the solution as an asymptotic series where each consecutive term is a modulated Fourier expansion. This reduces the computation to that of nonoscillatory systems, in tandem with the evaluation of modulated Fourier expansions with FFT. This methodology has the welcome feature that, while the cost of the computation is independent of frequency, its accuracy improves the more rapidly the solution oscillates.

All are welcome
For enquires please contact Ms. Candy Li, 3411 5056.