A New Class of High-Order Methods for Multirate Differential Equations

DOI10.1137/19M125621XMaRDI QIDQ5112549zbMATH OpenFDO

Authors Vu Thai Luan, Rujeko Chinomona, Daniel R. Reynolds

Publication date 29 May 2020

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.06474

zbMATH Keywords

exponential integratorsexponential Runge-Kutta methodsmultirate time integrationmultiple time stepping

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step exponential integrators. More precisely, starting from an explicit exponential Runge--Kutta method of the appropriate form, we derive a multirate algorithm to approximate the action of the matrix exponential through the definition of modified "fast" initial-value problems. These fast problems may be solved using any viable solver, enabling multirate simulations through use of a subcycled method. Due to this structure, we name these Multirate Exponential Runge--Kutta (MERK) methods. In addition to showing how MERK methods may be derived, we provide rigorous convergence analysis, showing that for an overall method of order $p$, the fast problems corresponding to internal stages may be solved using a method of order $p-1$, while the final fast problem corresponding to the time-evolved solution must use a method of order $p$. Numerical simulations are then provided to demonstrate the convergence and efficiency of MERK methods with orders three through five on a series of multirate test problems.

Recommendations

• Multirate exponential Rosenbrock methods
• Implicit-explicit multirate infinitesimal stage-restart methods
• Design of high-order decoupled multirate GARK schemes
• A class of multirate infinitesimal GARK methods

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Cited in

(12)

• Second-order Rosenbrock-exponential (ROSEXP) methods for partitioned differential equations
• Multirate exponential Rosenbrock methods
• Extended multirate infinitesimal step methods: derivation of order conditions
• ARKODE: a flexible IVP solver infrastructure for one-step methods
• Implicit-explicit multirate infinitesimal stage-restart methods
• Implicit-Explicit Multirate Infinitesimal GARK Methods
• MERK
• A class of multirate multiderivative schemes
• New time integrators and capabilities in SUNDIALS versions 6.2.0--7.4.0
• Adaptive Time Step Control for Multirate Infinitesimal Methods
• Symmetric and symplectic generalized additive Runge-Kutta for Hamiltonian systems
• Sixth-order exponential Runge-Kutta methods for stiff systems

Describes a project that uses

Uses Software

• GitHub
• phipm
• Algorithm 919

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