On numerical methods for highly oscillatory problems in circuit simulation

Abstract

We propose in this paper a novel technique for an efficient numerical approximation of systems of highly oscillatory ordinary differential equations. In particular, we consider electronic systems subject to modulated signals. A Filon-type method is proposed for use and compared with traditional trapezoidal rule and Runge–Kutta methods. The Filontype method is combined with the waveform relaxation technique for nonlinear systems. Preliminary numerical examples highlight the efficacy of this approach.