Extrapolated Multirate Methods for Differential Equations with Multiple Time Scales

TitleExtrapolated Multirate Methods for Differential Equations with Multiple Time Scales
Publication TypeJournal Article
Year of Publication2013
AuthorsConstantinescu, EM, Sandu, A
JournalJournal on Scientific Computing
Volume56
Issue1
Pagination28-44
Date Published10/2013
Other NumbersANL/MCS-P1796-1010
Abstract

In this paper we construct extrapolated multirate discretization methods that allows one to efficiently solve problems that have components with different dynamics. This approach is suited for the time integration of multiscale ordinary and partial differential equations and provides highly accurate discretizations. We analyze the linear stability properties of the multirate explicit and linearly implicit extrapolated methods. Numerical results with multiscale ODEs illustrate the theoretical findings.

PDFhttp://www.mcs.anl.gov/papers/P1796.pdf