A Posteriori analysis of a multirate numerical method for ordinary differential equations
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摘要
In this paper, we analyze a multirate time integration method for systems of ordinary differential equations that present significantly different scales within the components of the model. The main purpose of this paper is to present a hybrid a priori - a posteriori error analysis that accounts for the effects of projections between the coarse and fine scale discretizations, the use of only a finite number of iterations in the iterative solution of the discrete equations, the numerical error arising in the solution of each component, and the effects on stability arising from the multirate solution. The hybrid estimate has the form of a computable a posteriori leading order expression and a provably-higher order a priori expression. We support this estimate by an a priori convergence analysis. We present several examples illustrating the accuracy of multirate integration schemes and the accuracy of the a posteriori estimate.

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