Asymptotic behavior of splitting schemes involving time-subcycling techniques

Guillaume Dujardin 1, 2 Pauline Lafitte 3
1 MEPHYSTO - Quantitative methods for stochastic models in physics
ULB - Université Libre de Bruxelles [Bruxelles], Inria Lille - Nord Europe, LPP - Laboratoire Paul Painlevé
Abstract : This paper deals with the numerical integration of well-posed multiscale systems of ODEs or evolutionary PDEs. As these systems appear naturally in engineering problems, time-subcycling techniques are widely used every day to improve computational efficiency. These methods rely on a decomposition of the vector field in a fast part and a slow part and take advantage of that decomposition. This way, if an unconditionnally stable (semi-)implicit scheme cannot be easily implemented, one can integrate the fast equations with a much smaller time step than that of the slow equations, instead of having to integrate the whole system with a very small time-step to ensure stability. Then, one can build a numerical integrator using a standard composition method, such as a Lie or a Strang formula for example. Such methods are primarily designed to be convergent in short-time to the solution of the original problems. However, their longtime behavior rises interesting questions, the answers to which are not very well known. In particular, when the solutions of the problems converge in time to an asymptotic equilibrium state, the question of the asymptotic accuracy of the numerical longtime limit of the schemes as well as that of the rate of convergence is certainly of interest. In this context, the asymptotic error is defined as the difference between the exact and numerical asymptotic states. The goal of this paper is to apply that kind of numerical methods based on splitting schemes with subcycling to some simple examples of evolutionary ODEs and PDEs that have attractive equilibrium states, to address the aforementioned questions of asymptotic accuracy, to perform a rigorous analysis, and to compare them with their counterparts without subcycling. Our analysis is developed on simple linear ODE and PDE toy-models and is illustrated with several numerical experiments on these toy-models as well as on more complex systems. Lie and
Type de document :
Article dans une revue
IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2015
Contributeur : Guillaume Dujardin <>
Soumis le : mardi 6 octobre 2015 - 10:34:31
Dernière modification le : mardi 1 décembre 2015 - 01:06:44
Document(s) archivé(s) le : jeudi 7 janvier 2016 - 10:25:05


Fichiers produits par l'(les) auteur(s)


  • HAL Id : hal-00751217, version 5
  • ARXIV : 1410.3064



Guillaume Dujardin, Pauline Lafitte. Asymptotic behavior of splitting schemes involving time-subcycling techniques. IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2015. <hal-00751217v5>



Consultations de
la notice


Téléchargements du document