Multi-adaptive time integration.

DOI10.1016/J.APNUM.2003.11.004MaRDI QIDQ1426330zbMATH OpenOpenAlexFDO

Authors Anders Logg

Publication date 14 March 2004

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.2805

zbMATH Keywords

Error controlFixed point iterationGalerkin methodsMulti-adaptivityNumerical examplesReaction-diffusion equationTime integration

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Reaction-diffusion equations (35K57) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Abstract: Time integration of ODEs or time-dependent PDEs with required resolution of the fastest time scales of the system, can be very costly if the system exhibits multiple time scales of different magnitudes. If the different time scales are localised to different components, corresponding to localisation in space for a PDE, efficient time integration thus requires that we use different time steps for different components. We present an overview of the multi-adaptive Galerkin methods mcG(q) and mdG(q) recently introduced in a series of papers by the author. In these methods, the time step sequence is selected individually and adaptively for each component, based on an a posteriori error estimate of the global error. The multi-adaptive methods require the solution of large systems of nonlinear algebraic equations which are solved using explicit-type iterative solvers (fixed point iteration). If the system is stiff, these iterations may fail to converge, corresponding to the well-known fact that standard explicit methods are inefficient for stiff systems. To resolve this problem, we present an adaptive strategy for explicit time integration of stiff ODEs, in which the explicit method is adaptively stabilised by a small number of small, stabilising time steps.

Recommendations

• Multi-Adaptive Galerkin Methods for ODEs I
• Construction of a multirate RODAS method for stiff ODEs
• A multirate time stepping strategy for stiff ordinary differential equations
• Multi-Adaptive Galerkin Methods for ODEs II: implementation and Applications
• Multiadaptive Galerkin Methods for ODEs III: A Priori Error Estimates

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Cited in

(26)

• A posteriori error analysis of IMEX multi-step time integration methods for advection-diffusion-reaction equations
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Describes a project that uses

Uses Software

• RODAS

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