EXPLICIT STABILIZED MULTIRATE METHOD FOR STIFF DIFFERENTIAL EQUATIONS

被引:4
|
作者
Abdulle, Assyr
Grote, Marcus J. [2 ]
De Souza, Giacomo Rosilho [1 ]
机构
[1] Ecole Polytech Fed Lausanne, Inst Math, ANMC, CH-1015 Lausanne, Switzerland
[2] Univ Basel, Dept Math & Comp Sci, Spiegelgasse 1, CH-4051 Basel, Switzerland
基金
瑞士国家科学基金会;
关键词
RUNGE-KUTTA METHODS; CHEBYSHEV METHODS; PARABOLIC PROBLEMS; NUMERICAL-SOLUTION; TIME; REFINEMENT; SCHEMES; SYSTEMS; GRIDS; INTEGRATION;
D O I
10.1090/mcom/3753
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized Runge-Kutta methods overcome the stringent stability condition of standard methods without sacrificing explicitness. However, when stiffness is only induced by a few components, as in the presence of spatially local mesh refinement, their efficiency deteriorates. To remove the crippling effect of a few severely stiff components on the entire system of differential equations, we derive a modified equation, whose stiffness solely depends on the remaining mildly stiff components. By applying stabilized Runge-Kutta methods to this modified equation, we then devise an explicit multirate Runge-KuttaChebyshev (mRKC) method whose stability conditions are independent of a few severely stiff components. Stability of the mRKC method is proved for a model problem, whereas its efficiency and usefulness are demonstrated through a series of numerical experiments.
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页码:2681 / 2714
页数:34
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