Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866916687315468288 |
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| author | Shi, Yibo Rojas, Cristian R. |
| author_facet | Shi, Yibo Rojas, Cristian R. |
| contents | Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) 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. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2504_06371 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme Shi, Yibo Rojas, Cristian R. Numerical Analysis Systems and Control Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) 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. |
| title | Efficient Simulation of Singularly Perturbed Systems Using a Stabilized Multirate Explicit Scheme |
| topic | Numerical Analysis Systems and Control |
| url | https://arxiv.org/abs/2504.06371 |