Spline-oriented inter/extrapolation-based multirate schemes of higher order

Abstract

Multirate integration uses different time step sizes for different components of the solution based on the respective transient behavior. For inter/extrapolation-based multirate schemes, we construct a new subclass of schemes by using clamped cubic splines to obtain multirate schemes up to order 4. Numerical results for a n-mass-oscillator demonstrate that 4th order of convergence can be achieved for this class of schemes.