Analysis of a multirate theta-method for stiff ODEs

Authors:
Willem Hundsdorfer;Valeriu Savcenco
Affiliations:
CWI, Kruislaan 413, Amsterdam, The Netherlands;CWI, Kruislaan 413, Amsterdam, The Netherlands
Venue:
Applied Numerical Mathematics
Year:
2009

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Abstract

This paper contains a study of a simple multirate scheme, consisting of the @q-method with one level of temporal local refinement. Issues of interest are local accuracy, propagation of interpolation errors and stability. The theoretical results are illustrated by numerical experiments, including results for more levels of refinement with automatic partitioning.