Parallel Multi-Step/Multi-Rate Integration of Two-Time Scale Dynamic Systems

Abstract

Increasing demands on the fidelity of simulations for real-time and high-fidelity simulations are stressing the capacity of modern processors. New integration techniques are required that provide maximum efficiency for systems that are parallelizable. However many current techniques make assumptions that are at odds with non-cascadable systems. A new serial multi-step/multi-rate integration algorithm for dual-timescale continuous state systems is presented which applies to these systems, and is extended to a parallel multi-step/multi-rate algorithm. The superior performance of both algorithms is demonstrated through a representative example