On Extrapolated Multirate Methods
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TR Number
TR-08-12
Date
2008-07-01
Authors
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.
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Keywords
Numerical analysis