Construction of a multirate RODAS method for stiff ODEs

被引:10
|
作者
Savcenco, V. [1 ]
机构
[1] CWI, NL-1090 GB Amsterdam, Netherlands
关键词
Multirate time stepping; Local time stepping; High-order Rosenbrock methods; Ordinary differential equations; STABILITY PROPERTIES;
D O I
10.1016/j.cam.2008.07.041
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Multirate time stepping is a numerical technique for efficiently solving large-scale ordinary differential equations (ODEs) with widely different time scales localized over the components. This technique enables one to use large time steps for slowly varying components, and small steps for rapidly varying ones. Multirate methods found in the literature are normally of low order, one or two. Focusing on stiff ODEs, in this paper we discuss the construction of a multirate method based on the fourth-order RODAS method. Special attention is paid to the treatment of the refinement interfaces with regard to the choice of the interpolant and the occurrence of order reduction. For stiff, linear systems containing a stiff source term, we propose modifications for the treatment of the source term which overcome order reduction originating from such terms and which we can implement in our multirate method. (c) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:323 / 337
页数:15
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