TY - BOOK
T1 - A multirate time stepping strategy for parabolic PDE
AU - Savcenco, V.
AU - Hundsdorfer, W.
AU - Verwer, J.G.
PY - 2005
Y1 - 2005
N2 - To solve PDE problems with different time scales that are localized in space, multirate time stepping is examined. We introduce a self-adjusting multirate time stepping strategy, in which the step size at a particular grid point is determined by the local temporal variation of the solution, instead of using a minimal single step size for the whole spatial domain. The approach is based on the `method of lines', where first a spatial discretization is performed, together with local error estimates for the resulting semi-discret system. We will primarily consider implicit time stepping methods, suitable for parabolic problems. Our multirate strategy is tested on several parabolic problems in one spatial dimension (1D)
AB - To solve PDE problems with different time scales that are localized in space, multirate time stepping is examined. We introduce a self-adjusting multirate time stepping strategy, in which the step size at a particular grid point is determined by the local temporal variation of the solution, instead of using a minimal single step size for the whole spatial domain. The approach is based on the `method of lines', where first a spatial discretization is performed, together with local error estimates for the resulting semi-discret system. We will primarily consider implicit time stepping methods, suitable for parabolic problems. Our multirate strategy is tested on several parabolic problems in one spatial dimension (1D)
M3 - Report
T3 - CWI report. MAS-E
BT - A multirate time stepping strategy for parabolic PDE
PB - Centrum voor Wiskunde en Informatica
CY - Amsterdam
ER -