Multi-adaptive time integration.
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Galerkin methodsNumerical examplesTime integrationReaction-diffusion equationError controlFixed point iterationMulti-adaptivity
Nonlinear ordinary differential equations and systems (34A34) Reaction-diffusion equations (35K57) 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) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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
Cites work
- scientific article; zbMATH DE number 3139999 (Why is no real title available?)
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- scientific article; zbMATH DE number 1217792 (Why is no real title available?)
- scientific article; zbMATH DE number 3999169 (Why is no real title available?)
- scientific article; zbMATH DE number 780776 (Why is no real title available?)
- A PI stepsize control for the numerical solution of ordinary differential equations
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- ACCURATE PARALLEL INTEGRATION OF LARGE SPARSE SYSTEMS OF DIFFERENTIAL EQUATIONS
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- Discontinuous Galerkin Methods for Ordinary Differential Equations
- Error Estimates and Adaptive Time-Step Control for a Class of One-Step Methods for Stiff Ordinary Differential Equations
- Estimating the error of numerical solutions of systems of reaction-diffusion equations
- Explicit Runge-Kutta methods for parabolic partial differential equations
- Explicit Time-Stepping for Stiff ODEs
- Global error control for the continuous Galerkin finite element method for ordinary differential equations
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- Numerical Approximations to Nonlinear Conservation Laws with Locally Varying Time and Space Grids
- Numerical Solution of Ordinary Differential Equations
- Projective Methods for Stiff Differential Equations: Problems with Gaps in Their Eigenvalue Spectrum
- Time discretization of parabolic problems by the discontinuous Galerkin method
Cited in
(24)- An adaptive semi-explicit/explicit time marching technique for nonlinear dynamics
- A simple and effective single-step time marching technique based on adaptive time integrators
- Efficient multiple time-stepping algorithms of higher order
- Multiadaptive Galerkin Methods for ODEs III: A Priori Error Estimates
- Multi-Adaptive Galerkin Methods for ODEs II: implementation and Applications
- A linearly fourth order multirate Runge-Kutta method with error control
- A posteriori error analysis of IMEX multi-step time integration methods for advection-diffusion-reaction equations
- A hybrid implicit-explicit adaptive multirate numerical scheme for time-dependent equations
- Implicit time integration of hyperbolic conservation laws via discontinuous Galerkin methods
- \textit{A posteriori} error estimation for the spectral deferred correction method
- An accurate and simple universal a posteriori error estimator for GS4-1 framework: adaptive time stepping in first-order transient systems
- A multirate time integrator for regularized Stokeslets
- A hybrid self-adjustable explicit-explicit-implicit time marching formulation for wave propagation analyses
- A novel time-marching formulation for wave propagation analysis: the adaptive hybrid explicit method
- A posteriori error analysis of two-stage computation methods with application to efficient discretization and the parareal algorithm
- Error estimation and uncertainty quantification for first time to a threshold value
- Automating the finite element method
- A posteriori error analysis of fluid-structure interactions: time dependent error
- An improved adaptive formulation for explicit analyses of wave propagation models considering locally-defined self-adjustable time-integration parameters
- An enhanced explicit-implicit time-marching formulation based on fully-adaptive time-integration parameters
- A posteriori analysis for iterative solvers for nonautonomous evolution problems
- \textit{A posteriori} analysis of an iterative multi-discretization method for reaction-diffusion systems
- Two Efficient Time-Marching Explicit Procedures Considering Spatially/Temporally-Defined Adaptive Time-Integrators
- Adaptive fast interface tracking methods
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