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Related papers: Implicit multirate GARK methods

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Traditional time discretization methods use a single timestep for the entire system of interest and can perform poorly when the dynamics of the system exhibits a wide range of time scales. Multirate infinitesimal step (MIS) methods (Knoth…

Numerical Analysis · Mathematics 2022-02-03 Steven Roberts , Arash Sarshar , Adrian Sandu

Multirate time integration methods apply different step sizes to resolve different components of the system based on the local activity levels. This local selection of step sizes allows increased computational efficiency while achieving the…

Numerical Analysis · Computer Science 2021-12-22 Arash Sarshar , Steven Roberts , Adrian Sandu

Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while…

Numerical Analysis · Computer Science 2022-02-03 Adrian Sandu

This work constructs a new class of multirate schemes based on the recently developed generalized additive Runge-Kutta (GARK) methods (Sandu and Guenther, 2013). Multirate schemes use different step sizes for different components and for…

Numerical Analysis · Computer Science 2013-10-24 Michael Guenther , Adrian Sandu

Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

Numerical Analysis · Mathematics 2025-04-07 Tommaso Buvoli , Brian K. Tran , Ben S. Southworth

This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…

Numerical Analysis · Computer Science 2013-10-22 Adrian Sandu , Michael Guenther

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to…

Numerical Analysis · Mathematics 2021-02-23 Michael Guenther , Adrian Sandu

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed…

Numerical Analysis · Mathematics 2023-01-04 Rujeko Chinomona , Daniel R. Reynolds

Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different processes have different levels of stiffness and characteristic…

Numerical Analysis · Mathematics 2022-01-19 Adrian Sandu , Michael Günther , Steven Roberts

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

Numerical Analysis · Mathematics 2025-09-18 Fabio Durastante , Mariarosa Mazza

The generalized additive Runge-Kutta (GARK) framework provides a powerful approach for solving additively partitioned ordinary differential equations. This work combines the ideas of symplectic GARK schemes and multirate GARK schemes to…

Numerical Analysis · Mathematics 2023-12-15 Kevin Schäfers , Michael Günther , Adrian Sandu

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…

Numerical Analysis · Mathematics 2022-04-05 Assyr Abdulle , Marcus J. Grote , Giacomo Rosilho de Souza

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components…

Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper…

Numerical Analysis · Mathematics 2026-02-11 Steven Roberts , Andrey A Popov , Arash Sarshar , Adrian Sandu

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…

Numerical Analysis · Mathematics 2022-12-23 Ben Burnett , Sigal Gottlieb , Zachary J. Grant

A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…

Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…

Numerical Analysis · Mathematics 2015-10-02 Inmaculada Higueras , Teo Roldán

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding
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