Article ID Journal Published Year Pages File Type
4642770 Journal of Computational and Applied Mathematics 2007 17 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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