Multirate time stepping for stiff ODEs

V. Savcenco

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Abstract

    Multirate time stepping is a numerical technique for efficiently solving large-scale ordinary differential equations (ODEs) with widely different time scales localized over the components. This technique enables one to use large time steps for slowly time-varying components, and small steps for rapidly varying ones. In this paper we describe 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 Rosenbrock methods, suitable for stiff or mildly stiff ODEs.
    Original languageEnglish
    Title of host publicationProceedings of the International Conference on Numerical Analysis and Applied Mathematics (ICNAAM 2007) 16-20 September 2007, Corfu, Greece
    EditorsT.E. Simos, G. Psihoyios, C. Tsi touras
    Place of PublicationMelville NY
    PublisherAmerican Institute of Physics
    Pages492-495
    ISBN (Print)978-0-7354-0447-2
    DOIs
    Publication statusPublished - 2007
    Event5th International Conference on Numerical Analysis and Applied Mathematics (ICNAAM 2007) - Hotel Marbella, Corfu, Greece
    Duration: 16 Sept 200720 Sept 2007
    Conference number: 5

    Publication series

    NameAIP Conference Proceedings
    Volume936
    ISSN (Print)0094-243X

    Conference

    Conference5th International Conference on Numerical Analysis and Applied Mathematics (ICNAAM 2007)
    Abbreviated titleICNAAM 2007
    Country/TerritoryGreece
    CityCorfu
    Period16/09/0720/09/07

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