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On Extrapolated Multirate Methods

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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