Sheehan Olver. Title: GMRES for oscillatory differential equations Abstract We consider using the generalized minimum residual method (GMRES) for computing oscillatory ordinary differential equations. This method minimizes the residual of the Krylov subspace associated with the differential formulation of the equation. It turns out that this method actually improves as the oscillations increase, at the same asymptotic order as the number of iterations used. Standard Krylov subspace theory doesn't apply, since differential operators are unbounded. Thus we must also prove convergence of this approximation. This follows from a new theorem which proves conditions in which a function can be approximated pointwise by its own derivatives.