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Title: Multirate linearly-implicit GARK schemes

Journal Article · · BIT Numerical Mathematics
ORCiD logo [1];  [2]
  1. Bergische Universität Wuppertal (Germany); OSTI
  2. Virginia Polytechnic Inst. and State Univ. (Virginia Tech), Blacksburg, VA (United States)

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

Research Organization:
Virginia Polytechnic Inst. and State Univ. (Virginia Tech), Blacksburg, VA (United States)
Sponsoring Organization:
USDOE Office of Science (SC)
Grant/Contract Number:
SC0021313
OSTI ID:
1976663
Journal Information:
BIT Numerical Mathematics, Journal Name: BIT Numerical Mathematics Journal Issue: 3 Vol. 62; ISSN 0006-3835
Publisher:
Springer NatureCopyright Statement
Country of Publication:
United States
Language:
English

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