Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

Implicit–explicit multirate infinitesimal stage-restart methods

Journal Article · · Journal of Computational and Applied Mathematics

Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.

Research Organization:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE National Nuclear Security Administration (NNSA)
Grant/Contract Number:
AC52-07NA27344
OSTI ID:
2005048
Alternate ID(s):
OSTI ID: 2345865
OSTI ID: 2005162
Report Number(s):
LLNL-JRNL--843436; 1066249
Journal Information:
Journal of Computational and Applied Mathematics, Journal Name: Journal of Computational and Applied Mathematics Vol. 438; ISSN 0377-0427
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (30)

Multirate generalized additive Runge Kutta methods journal August 2015
Multirate infinitesimal step methods for atmospheric flow simulation journal April 2009
Implicit Multirate GARK Methods journal February 2021
High order embedded Runge-Kutta formulae journal March 1981
A 3(2) pair of Runge - Kutta formulas journal January 1989
Linearly implicit Runge–Kutta methods for advection–reaction–diffusion equations journal June 2001
Additive Runge–Kutta schemes for convection–diffusion–reaction equations journal January 2003
Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations journal November 1997
Higher-order additive Runge–Kutta schemes for ordinary differential equations journal February 2019
Diagonally implicit Runge–Kutta methods for stiff ODEs journal December 2019
The Kronecker product and stochastic automata networks journal June 2004
Explicit exponential Runge–Kutta methods of high order for parabolic problems journal January 2014
Parallel exponential Rosenbrock methods journal March 2016
Stability of operator splitting methods for systems with indefinite operators: reaction-diffusion systems journal March 2005
Fractional-step Runge–Kutta methods: Representation and linear stability analysis journal March 2023
Additive methods for the numerical solution of ordinary differential equations journal January 1980
Additive Runge-Kutta methods for stiff ordinary differential equations journal January 1983
Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems journal January 2005
On the Construction and Comparison of Difference Schemes journal September 1968
An A Posteriori–A Priori Analysis of Multiscale Operator Splitting journal January 2008
Nth-Order Operator Splitting Schemes and Nonreversible Systems journal February 1996
A Generalized-Structure Approach to Additive Runge--Kutta Methods journal January 2015
Design of High-Order Decoupled Multirate GARK Schemes journal January 2019
A Class of Multirate Infinitesimal GARK Methods journal January 2019
A New Class of High-Order Methods for Multirate Differential Equations journal January 2020
Coupled Multirate Infinitesimal GARK Schemes for Stiff Systems with Multiple Time Scales journal January 2020
Implicit-Explicit Multirate Infinitesimal GARK Methods journal January 2021
Adaptive Time Step Control for Multirate Infinitesimal Methods journal April 2023
Armadillo: a template-based C++ library for linear algebra journal June 2016
Some application of splitting-up methods to the solution of mathematical physics problems [Some application of splitting-up methods to the solution of mathematical physics problems] journal January 1968

Similar Records

Related Subjects