A multirate time stepping strategy for stiff ordinary differential equations

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

    Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

    64 Citaten (Scopus)
    1 Downloads (Pure)

    Samenvatting

    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.
    Originele taal-2Engels
    Pagina's (van-tot)137-155
    TijdschriftBIT Numerical Mathematics
    Volume47
    Nummer van het tijdschrift1
    DOI's
    StatusGepubliceerd - 2007

    Vingerafdruk Duik in de onderzoeksthema's van 'A multirate time stepping strategy for stiff ordinary differential equations'. Samen vormen ze een unieke vingerafdruk.

    Citeer dit