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Register a new userMultirate Linearly-Implicit GARK Schemes
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Added by
Adrian Sandu
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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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 their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.
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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 time scales. The multimethod approach discretizes each physical process with an appropriate numerical method; the methods are coupled appropriately such that the overall solution has the desired accuracy and stability properties. The authors developed the general-structure additive Runge-Kutta (GARK) framework, which constructs multimethods based on Runge-Kutta schemes. This paper constructs the new GARK-ROS/GARK-ROW families of multimethods based on linearly implicit Rosenbrock/Rosenbrock-W schemes. For ordinary differential equation models, we develop a general order condition theory for linearly implicit methods with any number of partitions, using exact or approximate Jacobians. We generalize the order condition theory to two-way partitioned index-1 differential-algebraic equations. Applications of the framework include decoupled linearly implicit, linearly implicit/explicit, and linearly implicit/implicit methods. Practical GARK-ROS and GARK-ROW schemes of order up to four are constructed.
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.
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on timestep size. However, implicit methods require solutions to one or more systems of nonlinear equations at each timestep, which for large simulations can be prohibitively expensive. This paper introduces a new family of linearly implicit multistep methods (LIMM), which only requires the solution of one linear system per timestep. Order conditions and stability theory for these methods are presented, as well as design and implementation considerations. Practical methods of order up to five are developed that have similar error coefficients, but improved stability regions, when compared to the widely used BDF methods. Numerical testing of a self-starting variable stepsize and variable order implementation of the new LIMM methods shows measurable performance improvement over a similar BDF implementation.
Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global error that is completely determined by analysis of the local truncation error. In prior work in we investigated the interplay between the local truncation error and the global error to construct {em error inhibiting schemes} that control the accumulation of the local truncation error over time, resulting in a global error that is one order higher than expected from the local truncation error. In this work we extend our error inhibiting framework to include a broader class of time-discretization methods that allows an exact computation of the leading error term, which can then be post-processed to obtain a solution that is two orders higher than expected from truncation error analysis. We define sufficient conditions that result in a desired form of the error and describe the construction of the post-processor. A number of new explicit and implicit methods that have this property are given and tested on a variety of ordinary and partial differential equation. We show that these methods provide a solution that is two orders higher than expected from truncation error analysis alone.
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 implicitly in a cost-effective way. This work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge--Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions and stability analysis for this class, and explain their application to partitioned systems of ordinary differential equations. We show that classical splitting methods belong to the IMIM GARK family, and therefore can be studied in this unified framework. New IMIM-GARK splitting methods are developed and tested using parabolic systems.
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