A multirate time stepping strategy for stiff ordinary differential equations
A multirate time stepping strategy for stiff ordinary differential equations
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DOI:
10.1007/s10543-006-0095-7
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发表时间:
2007
影响因子:
1.5
通讯作者:
Valeriu Savcenco;W. Hundsdorfer;J. Verwer
中科院分区:
文献类型:
--
作者:
Valeriu Savcenco;W. Hundsdorfer;J. Verwer
To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined. In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains in computational work and CPU times can be obtained.