A multi-time step integration algorithm for diffusion problems using a dual method

Abstract

Nonstationary partial differential equations are numerically solved by discretizing in space and then integrating over time using discrete solvers. In this contribution we present a new multi-time stepping strategy for diffusion problems. The computational domain is divided into a set of smaller subdomains that may be integrated sequentially with its own time steps and different methods. The continuity condition at the interface is ensured using a dual Schur formulation. Decoupled problems may be less expansive and sequential computation may be less memory intensive. The numerical convergence analysis of the proposed algorithm is illustrated by means of split degree-of-freedom problem, the analytical solution of which is known.