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Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition approaches. These issues to some extend are analyzed in the design of spatial multiscale and domain decomposition approaches. However, some of these issues remain open for time dependent problems as the contrast affects the time scales, particularly, for explicit methods. For example, in parabolic equations, the time step is $dt=H^2/kappa_{max}$, where $kappa_{max}$ is the largest diffusivity. In this paper, we address this issue in the context of parabolic equation by designing a splitting algorithm. The proposed splitting algorithm treats dominant multiscale modes in the implicit fashion, while the rest in the explicit fashion. The unconditional stability of these algorithms require a special multiscale space design, which is the main purpose of the paper. We show that with an appropriate choice of multiscale spaces we can achieve an unconditional stability with respect to the contrast. This could provide computational savings as the time step in explicit methods is adversely affected by the contrast. We discuss some theoretical aspects of the proposed algorithms. Numerical results are presented.
In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid level and
This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not resolved. I
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 temp
Splitting is a method to handle application problems by splitting physics, scales, domain, and so on. Many splitting algorithms have been designed for efficient temporal discretization. In this paper, our goal is to use temporal splitting concepts in
Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform detailed c