Multirate methods for ordinary differential equations

Abstract

This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system. We start the discussion with the straightforward approach based on interpolating and extrapolating the slow–fast coupling variables; the multirate Euler scheme, used as a base example, falls into this class. Next we discuss higher order multirate schemes that generalize classical singlerate linear multistep, Runge-Kutta, and extrapolation methods.