Multirate extrapolation methods for differential equations with different time scales

DOI10.1007/BF02684438MaRDI QIDQ678115zbMATH OpenOpenAlexFDO

Authors Christian Lubich, Christian Engstler

Publication date 2 August 1998

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02684438

zbMATH Keywords

error estimatesexplicit Euler methodmultiple time steppingmultirate extrapolation methodsnumerical experimentsRichardson extrapolation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

The authors develop and analyze a multirate extrapolation method for the numerical integration of problems where a small number of rapidly changing components restrict the stepsize of the integrator and where, in contrast to stiff problems, both fast and slow components are present throughout the interval of integration. The method is based on Richardson extrapolation: the fact that local error estimates are available at all extrapolation levels leads to an inexpensive strategy for the dynamic partitioning into several classes of slow to fast components. Also, slow and fast components are integrated simultaneously over a macro-step, and the refinement of the solution by high-order Richardson extrapolation is restricted to the faster components (with slow components being inactivated at earlier levels). The analysis is centered around the explicit Euler method, and detailed numerical experiments illustrate the effectiveness of the method (for which a FORTRAN code is available).

Recommendations

• On extrapolated multirate methods
• Extrapolated multirate methods for differential equations with multiple time scales
• Multirate linear multistep methods
• Extrapolated implicit-explicit time stepping
• Inter/extrapolation-based multirate schemes: a dynamic-iteration perspective

Cites work

• Dangers of multiple time step methods
• Dense output for extrapolation methods
• Multirate linear multistep methods
• Multirate ROW methods and latency of electric circuits
• Order and stepsize control in extrapolation methods
• Practical Runge–Kutta Processes
• Solving Ordinary Differential Equations I
• Split Runge-Kutta method for simultaneous equations
• Stability Properties of Backward Euler Multirate Formulas

Cited in

(37)

• Stability of a multi-rate method for numerical integration of ODE's
• Implicit-explicit Runge-Kutta methods for computing atmospheric reactive flows
• MUR8: A multirate extension of the eighth-order Dormand-Prince method
• Effects of a low frequency parametric excitation
• A multirate W-method for electrical networks in state-space formulation
• Extrapolated multirate methods for differential equations with multiple time scales
• Spline-oriented inter/extrapolation-based multirate schemes of higher order
• Multirate timestepping for the incompressible Navier-Stokes equations in overlapping grids
• Multirate linearly-implicit GARK schemes
• Localized linear systems for fully implicit simulation of multiphase multicomponent flow in porous media
• Multi-rate time integration on overset meshes
• Biorthogonal Rosenbrock-Krylov time discretization methods
• Multirate finite step methods
• Multirate timestepping methods for hyperbolic conservation laws
• Developments in multirating for coupled systems
• Multirate numerical integration for Stiff ODEs
• On extrapolated multirate methods
• Extrapolated implicit-explicit time stepping
• Extrapolation integrators for constrained multibody systems
• scientific article; zbMATH DE number 698875 (Why is no real title available?)
• Design of high-order decoupled multirate GARK schemes
• Multirate exponential Rosenbrock methods
• Multirate partially explicit scheme for multiscale flow problems
• Explicit stabilized multirate method for stiff stochastic differential equations
• Explicit stabilized multirate method for stiff differential equations
• Coupled Multirate Infinitesimal GARK Schemes for Stiff Systems with Multiple Time Scales
• Inter/extrapolation-based multirate schemes: a dynamic-iteration perspective
• A class of multirate infinitesimal GARK methods
• Efficient simulation of a slow-fast dynamical system using multirate finite difference schemes
• Multirate explicit Adams methods for time integration of conservation laws
• On the effect of multirate co-simulation techniques in the efficiency and accuracy of multibody system dynamics
• A posteriori analysis of a multirate numerical method for ordinary differential equations
• Splitting schemes for ODEs with goal-oriented error estimation
• Multirate linear multistep methods
• A second order multirate scheme for the evolutionary Stokes-Darcy model
• Numerical stability analysis of an acceleration scheme for step size constrained time integrators
• A multirate time stepping strategy for stiff ordinary differential equations

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