A Linearly Fourth Order Multirate Runge-Kutta Method with Error Control

被引:7
作者
Fok, Pak-Wing [1 ]
机构
[1] Univ Delaware, Newark, DE 19716 USA
关键词
Multirate; Runge-Kutta; Interpolation; DIFFERENTIAL-EQUATIONS;
D O I
10.1007/s10915-015-0017-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To integrate large systems of locally coupled ordinary differential equations with disparate timescales, we present a multirate method with error control that is based on the Cash-Karp Runge-Kutta formula. The order of multirate methods often depends on interpolating certain solution components with a polynomial of sufficiently high degree. By using cubic interpolants and analyzing the method applied to a simple test equation, we show that our method is fourth order linearly accurate overall. Furthermore, the size of the region of absolute stability is increased when taking many "micro-steps" within a "macro-step." Finally, we demonstrate our method on three simple test problems to confirm fourth order convergence.
引用
收藏
页码:177 / 195
页数:19
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