A Hybrid Implicit-Explicit Adaptive Multirate Numerical Scheme for Time-Dependent Equations

Abstract

We develop a hybrid implicit and explicit adaptive multirate time integration method to solve systems of time-dependent equations that present two significantly different scales. We adopt an iteration scheme to decouple the equations with different time scales. At each iteration, we use an implicit Galerkin method with a fast time-step to solve for the fast scale variables and an explicit method with a slow time-step to solve for the slow variables. We derive an error estimator using a posteriori analysis which controls both the iteration number and the adaptive time-step selection. We present several numerical examples demonstrating the efficiency of our scheme and conclude with a stability analysis for a model problem.