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MULTIRATE EXPONENTIAL ROSENBROCK METHODS
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DOI：10.1137/21M1439481.png)
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摘要
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In this paper we propose a novel class of methods for high-order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the action of matrix \varphi functions within explicit exponential Rosenbrock (ExpRB) methods, thereby called multirate ExpRB (MERB) methods. They consist of the solution to a sequence of modified ``fast initial-value problems, which may themselves be approximated through subcycling any desired initial-value problem solver. In addition to proving how to construct MERB methods from certain classes of ExpRB methods, we provide rigorous convergence analysis of these methods and derive efficient MERB schemes of orders 2 through 6 (the highest-order infinitesimal multirate methods to date). We then present numerical simulations to confirm these theoretical convergence rates and to compare the efficiency of MERB methods against other recently introduced high-order multirate methods.
Keyword:
multirate time integration
exponential Rosenbrock methods
convergence analysis
期刊
IF:
2.6
论文数:
5.1K
被引数:
1.8W
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