On Extrapolated Multirate Methods

Files
TR Number
TR-08-12
Date
2008-07-01
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Computer Science, Virginia Polytechnic Institute & State University
Abstract

In this manuscript we construct extrapolated multirate discretization methods that allow to efficiently solve problems that have components with different dynamics. This approach is suited for the time integration of multiscale ordinary and partial differential equations and provides highly accurate discretizations. We analyze the linear stability properties of the multirate explicit and linearly implicit extrapolated methods. Numerical results with multiscale ODEs illustrate the theoretical findings.

Description
Keywords
Numerical analysis
Citation