English

Relaxed Multirate Infinitesimal Step Methods for Initial-Value Problems

Numerical Analysis 2019-08-26 v3 Numerical Analysis

Abstract

This work focuses on the construction of a new class of fourth-order accurate methods for multirate time evolution of systems of ordinary differential equations. We base our work on the Recursive Flux Splitting Multirate (RFSMR) version of the Multirate Infinitesimal Step (MIS) methods and use recent theoretical developments for Generalized Additive Runge-Kutta methods to propose our higher-order Relaxed Multirate Infinitesimal Step extensions. The resulting framework supports a range of attractive properties for multirate methods, including telescopic extensions, subcycling, embeddings for temporal error estimation, and support for changes to the fast/slow time-scale separation between steps, without requiring any sacrifices in linear stability. In addition to providing rigorous theoretical developments for these new methods, we provide numerical tests demonstrating convergence and efficiency on a suite of multirate test problems.

Keywords

Cite

@article{arxiv.1808.03718,
  title  = {Relaxed Multirate Infinitesimal Step Methods for Initial-Value Problems},
  author = {Jean M. Sexton and Daniel R. Reynolds},
  journal= {arXiv preprint arXiv:1808.03718},
  year   = {2019}
}

Comments

Submitted to J. Comput. Appl. Math

R2 v1 2026-06-23T03:30:32.333Z