Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme

Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems is challenging due to stiffness arising from multiple time scales. Classical explicit methods require impractically small time steps for stability, while implicit methods developed for SPSs are computationally intensive and less efficient for strongly nonlinear systems. This paper introduces a Stabilized Multirate Explicit Scheme (SMES) that stabilizes classical explicit methods without the need for small time steps or implicit formulations. By employing a multirate approach with variable time steps, SMES allows the fast dynamics to rapidly converge to their equilibrium manifold while slow dynamics evolve with larger steps. Analysis shows that SMES achieves numerical stability with significantly reduced computational effort and controlled error. Its effectiveness is illustrated with a numerical example.

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Published
2025-06-24
DOI
https://doi.org/10.23919/ecc65951.2025.11186865
Primary Topic
Differential Equations and Numerical Methods
Type
article
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article

Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme

Cristian R. Rojas, Yibo Shi
Differential Equations and Numerical Methods
article

Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme

Cristian R. Rojas, Yibo Shi
article en

Abstract

Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems is challenging due to stiffness arising from multiple time scales. Classical explicit methods require impractically small time steps for stability, while implicit methods developed for SPSs are computationally intensive and less efficient for strongly nonlinear systems. This paper introduces a Stabilized Multirate Explicit Scheme (SMES) that stabilizes classical explicit methods without the need for small time steps or implicit formulations. By employing a multirate approach with variable time steps, SMES allows the fast dynamics to rapidly converge to their equilibrium manifold while slow dynamics evolve with larger steps. Analysis shows that SMES achieves numerical stability with significantly reduced computational effort and controlled error. Its effectiveness is illustrated with a numerical example.

KTH Royal Institute of Technology (SE)
Openalex Percentile: Top 57%
Differential Equations and Numerical Methods
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