arXiv Analytics

Sign in

arXiv:2006.05420 [math.NA]AbstractReferencesReviewsResources

Error estimation and adaptivity for differential equations with multiple scales in time

Leopold Lautsch, Thomas Richter

Published 2020-06-09Version 1

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although being an essential part of the coupled problem these fast variables are often of no interest themselves. But, they are essential for the dynamics of the coupled problem. Recently we have proposed a temporal multiscale method that fits into the framework of the heterogeneous multiscale method and that allows for efficient simulations with significant speedups. Fast and slow scales are decoupled by introducing local averages and by replacing fast scale contributions by localized periodic-in-time problems. Here, we derive an a posteriori error estimator based on the dual weighted residual method that allows for a splitting of the error into averaging error, error on the slow scale and error on the fast scale. We demonstrate the accuracy of the error estimator and also its use for adaptive control of a numerical multiscale scheme.

Related articles: Most relevant | Search more
arXiv:2005.06320 [math.NA] (Published 2020-05-13)
A multiscale method for heterogeneous bulk-surface coupling
arXiv:2501.00150 [math.NA] (Published 2024-12-30)
Error estimation for quasi-Monte Carlo
arXiv:1705.08806 [math.NA] (Published 2017-05-24)
Significance of error estimation in iterative solution of linear systems : estimation algorithms and analysis for CG, Bi-CG and GMRES