English

Explicit stabilized multirate method for stiff differential equations

Numerical Analysis 2022-04-05 v6 Numerical Analysis

Abstract

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 depend on the remaining mildly stiff components. By applying stabilized Runge-Kutta methods to this modified equation, we then devise an explicit multirate Runge-Kutta-Chebyshev (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.

Keywords

Cite

@article{arxiv.2006.00744,
  title  = {Explicit stabilized multirate method for stiff differential equations},
  author = {Assyr Abdulle and Marcus J. Grote and Giacomo Rosilho de Souza},
  journal= {arXiv preprint arXiv:2006.00744},
  year   = {2022}
}

Comments

With respect to the previous version: Added a new numerical experiment where the mRKC method (first-order) is compared against a second-order RKC method and implicit Euler method on a nonlinear problem