TY - JOUR
T1 - A multirate time stepping strategy for stiff ordinary differential equations
AU - Savcenco, V.
AU - Hundsdorfer, W.
AU - Verwer, J.G.
PY - 2007
Y1 - 2007
N2 - To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined. In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains in computational work and CPU times can be obtained.
AB - To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined. In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains in computational work and CPU times can be obtained.
U2 - 10.1007/s10543-006-0095-7
DO - 10.1007/s10543-006-0095-7
M3 - Article
VL - 47
SP - 137
EP - 155
JO - BIT Numerical Mathematics
JF - BIT Numerical Mathematics
SN - 0006-3835
IS - 1
ER -