On Extrapolated Multirate Methods

Constantinescu, Emil M and Sandu, Adrian (2008) On Extrapolated Multirate Methods. Technical Report TR-08-12, Computer Science, Virginia Tech.

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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.

Item Type:	Departmental Technical Report
Keywords:	multirate, exrapolation methods, time integration
Subjects:	Computer Science > Numerical Analysis
ID Code:	1036
Deposited By:	Constantinescu, Mr. Emil M.
Deposited On:	04 August 2008