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Multirate linearly-implicit GARK schemes

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

97 MATHEMATICS AND COMPUTING↗

Performance of explicit and IMEX MRI multirate methods on complex reactive flow problems within modern parallel adaptive structured grid frameworks

Large-scale multiphysics simulations are computationally challenging due to the coupling of multiple processes with widely disparate time scales. The advent of exascale computing systems exacerbates these challenges since these systems enable ever-increasing size and complexity. In recent years, there has been renewed interest in developing multirate methods as a means to handle the large range of time scales, as these methods may afford greater accuracy and efficiency than more traditional approaches of using implicit-explicit (IMEX) and low-order operator splitting schemes. However, to date there have been few performance studies that compare different classes of multirate integrators on complex application problems. In this work, we study the performance of several newly developed multirate infinitesimal (MRI) methods, implemented in the SUNDIALS solver package, on two reacting flow model problems built on structured mesh frameworks. The first model revisits prior work on a compressible reacting flow problem with complex chemistry that is implemented using BoxLib but where we now include comparisons between a new explicit MRI scheme with the multirate spectral deferred correction (SDC) methods in the original paper. The second problem uses the same complex chemistry as the first problem, combined with a simplified flow model, but runs at a large spatial scale where explicit methods become infeasible due to stability constraints. Two recently developed IMEX MRI multirate methods are tested. These methods rely on advanced features of the AMReX framework on which the model is built, such as multilevel grids and multilevel preconditioners. The results from these two problems show that MRI multirate methods can offer significant performance benefits on complex multiphysics application problems and that these methods may be combined with advanced spatial discretization to compound the advantages of both.

97 MATHEMATICS AND COMPUTING↗

Multirate Exponential Rosenbrock Methods

In this paper we propose a novel class of methods for high-order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the action of matrix φ functions within explicit exponential Rosenbrock (ExpRB) methods, thereby called multirate ExpRB (MERB) methods. They consist of the solution to a sequence of modified “fast” initial-value problems, which may themselves be approximated through subcycling any desired initial-value problem solver. In addition to proving how to construct MERB methods from certain classes of ExpRB methods, we provide rigorous convergence analysis of these methods and derive efficient MERB schemes of orders 2 through 6 (the highest-order infinitesimal multirate methods to date). Lastly, we then present numerical simulations to confirm these theoretical convergence rates and to compare the efficiency of MERB methods against other recently introduced high-order multirate methods.

97 MATHEMATICS AND COMPUTING↗

Implicit-Explicit Multirate Infinitesimal GARK Methods

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed implicit-explicit (IMEX) treatment of the slow time scale. In addition to allowing this slow time scale flexibility, the proposed methods utilize a so-called infinitesimal formulation for the fast time scale through definition of a sequence of modified “fast" initial-value problems that may be solved using any viable algorithm. We name the proposed class as implicit-explicit multirate infinitesimal generalized-structure additive Runge--Kutta (IMEX-MRI-GARK) methods. In addition to defining these methods, we prove that they may be viewed as specific instances of GARK methods and derive a set of order conditions on the IMEX-MRI-GARK coefficients to guarantee both third and fourth order accuracy for the overall multirate method. Additionally, we provide three specific IMEX-MRI-GARK methods, two of order three and one of order four. We conclude with numerical simulations on two multirate test problems, demonstrating the methods' predicted convergence rates and comparing their efficiency against both legacy IMEX multirate schemes and recent third and fourth order implicit MRI-GARK methods.

97 MATHEMATICS AND COMPUTING↗