LANS Publications

"Extrapolated Multirate Methods for Differential Equations with Multiple Time Scales"

E. M. Constantinescu and A. Sandu

Journal of Scientific Computing, Springer US, , pp. 1-17. Also Preprint ANL/MCS-P1796-1010

Preprint Version: [pdf]

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.