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TW 426
Christophe Vandekerckhove, Dirk Roose, and Kurt Lust
Numerical stability analysis of an acceleration scheme for step size constrained time integrators
Abstract
Time integration schemes with a fixed time step, much smaller than the dominant slow time scales of the dynamics of the system, arise in the context of stiff ordinary differential equations or in multiscale computations, where a microscopic time stepper is used to compute macroscopic behaviour. We discuss a method to accelerate such a time integrator by using extrapolation. This method extends the scheme developped by Sommeijer (Comput. Math. Appl. 19 (6):37 49 1990), and uses similar ideas as the projective integration method. We analyse the stability properties of the method, and we illustrate its performance for a convection-diffusion problem.
report.pdf (1.7M) / mailto: C. Vandekerckhove