Extrapolated Multirate Methods for Differential Equations with Multiple Time Scales
|Title||Extrapolated Multirate Methods for Differential Equations with Multiple Time Scales|
|Publication Type||Journal Article|
|Year of Publication||2013|
|Authors||Constantinescu, EM, Sandu, A|
|Journal||Journal on Scientific Computing|
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.