Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4642770 | Journal of Computational and Applied Mathematics | 2007 | 17 Pages |
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 developed by Sommeijer [Increasing the real stability boundary of explicit methods, Comput. Math. Appl. 19(6) (1990) 37–49], 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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Christophe Vandekerckhove, Dirk Roose, Kurt Lust,