A multirate time stepping strategy for parabolic PDE

V. Savcenco, W. Hundsdorfer, J.G. Verwer

    Research output: Book/ReportReportAcademic

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    Abstract

    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)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherCentrum voor Wiskunde en Informatica
    Number of pages19
    Publication statusPublished - 2005

    Publication series

    NameCWI report. MAS-E
    Volume0516
    ISSN (Print)1386-3703

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