English

Multirate methods for ordinary differential equations

Numerical Analysis 2025-05-27 v1 Numerical Analysis

Abstract

This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system. We start the discussion with the straightforward approach based on interpolating and extrapolating the slow--fast coupling variables; the multirate Euler scheme, used as a base example, falls into this class. Next we discuss higher order multirate schemes that generalize classical singlerate linear multistep, Runge-Kutta, and extrapolation methods.

Keywords

Cite

@article{arxiv.2505.20062,
  title  = {Multirate methods for ordinary differential equations},
  author = {Michael Günther and Adrian Sandu},
  journal= {arXiv preprint arXiv:2505.20062},
  year   = {2025}
}

Comments

73 pages

R2 v1 2026-07-01T02:39:49.541Z