No Arabic 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.
A Sinc-collocation method has been proposed by Stenger, and he also gave theoretical analysis of the method in the case of a `scalar equation. This paper extends the theoretical results to the case of a `system of equations. Furthermore, this paper proposes more efficient method by replacing the variable transformation employed in Stengers method. The efficiency is confirmed by both of theoretical analysis and numerical experiments. In addition to the existing and newly-proposed Sinc-collocation methods, this paper also gives similar theoretical results for Sinc-Nystr{o}m methods proposed by Nurmuhammad et al. From a viewpoint of the computational cost, it turns out that the newly-proposed Sinc-collocation method is the most efficient among those methods.
This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.
For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a stable temporal splitting scheme where the time step size is independent of the contrast. Consider the parabolic equation with heterogeneous diffusion parameter, the flow rates vary significantly in different regions due to the high-contrast features of the diffusivity. In this work, we aim to introduce a multirate partially explicit splitting scheme to achieve efficient simulation with the desired accuracy. We first design multiscale subspaces to handle flow with different speed. For the fast flow, we obtain a low-dimensional subspace with respect to the high-diffusive component and adopt an implicit time discretization scheme. The other multiscale subspace will take care of the slow flow, and the corresponding degrees of freedom are treated explicitly. Then a multirate time stepping is introduced for the two parts. The stability of the multirate methods is analyzed for the partially explicit scheme. Moreover, we derive local error estimators corresponding to the two components of the solutions and provide an upper bound of the errors. An adaptive local temporal refinement framework is then proposed to achieve higher computational efficiency. Several numerical tests are presented to demonstrate the performance of the proposed method.
In this paper, we present a unified analysis of the superconvergence property for a large class of mixed discontinuous Galerkin methods. This analysis applies to both the Poisson equation and linear elasticity problems with symmetric stress formulations. Based on this result, some locally postprocess schemes are employed to improve the accuracy of displacement by order min(k+1, 2) if polynomials of degree k are employed for displacement. Some numerical experiments are carried out to validate the theoretical results.
In this paper we proposed two new quasi-boundary value methods for regularizing the ill-posed backward heat conduction problems. With a standard finite difference discretization in space and time, the obtained all-at-once nonsymmetric sparse linear systems have the desired block $omega$-circulant structure, which can be utilized to design an efficient parallel-in-time (PinT) direct solver that built upon an explicit FFT-based diagonalization of the time discretization matrix. Convergence analysis is presented to justify the optimal choice of the regularization parameter. Numerical examples are reported to validate our analysis and illustrate the superior computational efficiency of our proposed PinT methods.