A WKB-related time-stepping scheme for differential equations describing oscillatory systems

Abstract

In this study, we present a novel time-stepping scheme for multiscale differential equations describing oscillatory systems with well-separated scales, where the scale separation is controlled by a small parameter $ε$. The time-stepping method is related to a multi-modal WKB approximation and relies on a transformation of variables derived in this work. The analysis reveals that, in the transformed formulation, the leading-order oscillations are either eliminated or appear only at higher asymptotic order. The method is applied to ordinary differential equations, including the well-known van der Pol oscillator. We investigate the accuracy of the proposed method numerically for different parameter regimes, in particular for decreasing values of $ε$, and study how the parameters of the numerical scheme must be adapted as $ε$ is reduced. In the presented numerical tests, the computational cost remains bounded as $ε$ is decreased.