A stroboscopic averaging algorithm for highly oscillatory delay problems
Abstract
We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide approximations with \(O(H2+1/Ω2)\) errors with a computational effort that grows like \(H-1\) (the inverse of the stepsize), uniformly in the forcing frequency Omega.
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