×

Strong stability preserving implicit-explicit transformed general linear methods. (English) Zbl 1510.65144

Summary: We consider the class of implicit-explicit (IMEX) general linear methods (GLMs) to construct methods where the explicit part has strong stability preserving (SSP) property, while the implicit part of the method has inherent Runge-Kutta stability (IRKS) property, and it is \(A\)-, or \(L\)-stable. We will also investigate the absolute stability of these methods when the implicit and explicit parts interact with each other. In particular, we will monitor the size of the region of absolute stability of the IMEX scheme, assuming that the implicit part of the method is \(A ( \alpha )\)-stable for \(\alpha \in [0, \pi/2]\). Finally we furnish examples of SSP IMEX GLMs up to the order \(p = 4\) and stage order \(q = p\) with optimal SSP coefficients.

MSC:

65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34D20 Stability of solutions to ordinary differential equations
65L20 Stability and convergence of numerical methods for ordinary differential equations

Software:

RODAS; ODEPACK
Full Text: DOI

References:

[1] Asher. S. J. Ruuth, U. M.; Spiteri, R. J., Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations, Appl. Numer. Math., 25, 151-167 (1997) · Zbl 0896.65061
[2] Braś, M.; Izzo, G.; Jackiewicz, Z., Accurate implicit-explicit general linear methods with inherent Runge-Kutta stability, J. Sci. Comput., 70, 1105-1143 (2017) · Zbl 1366.65070
[3] Butcher, J. C.; Wright, W. M., The construction of practical general linear methods, BIT, 43, 695-721 (2003) · Zbl 1046.65054
[4] Califano, G.; Izzo, G.; Jackiewicz, Z., Starting procedures for general linear methods, Appl. Numer. Math., 120, 165-175 (2017) · Zbl 1370.65034
[5] Califano, G.; Izzo, G.; Jackiewicz, Z., Strong stability preserving general linear methods with Runge-Kutta stability (2018), J. Sci. Comput., 76, 2, 943-968 (2018) · Zbl 1402.65065
[6] Cardone, A.; Jackiewicz, Z.; Sandu, A.; Zhang, H., Extrapolated implicit-explicit Runge-Kutta methods, Math. Model. Anal., 19, 18-43 (2014) · Zbl 1488.65174
[7] Cardone, A.; Jackiewicz, Z.; Sandu, A.; Zhang, H., Extrapolation-based implicit-explicit general linear methods, Numer. Algorithms, 65, 377-399 (2014) · Zbl 1291.65217
[8] Cardone, A.; Jackiewicz, Z.; Sandu, A.; Zhang, H., Construction of highly stable implicit-explicit general linear methods, Discrete Contin. Dyn. Syst. (2015), Dynamical systems, Differential Equations and Applications, 10th AIMS Conference. Suppl., 185-194 · Zbl 1335.65060
[9] Constantinescu, E. M.; Sandu, A., Optimal strong-stability-preserving general linear methods, SIAM J. Sci. Comput., 32, 3130-3150 (2010) · Zbl 1217.65179
[10] Gottlieb, S.; Ketcheson, D.; Shu, C.-W., Strong Stability Preserving Runge-Kutta and Multistep Time Discretizations (2011), World Scientific: World Scientific New Jersey, London · Zbl 1241.65064
[11] Hairer, E.; Wanner, G., (Solving Ordinary Differential Equations II. Solving Ordinary Differential Equations II, Stiff and Differential-Algebraic Problems (1996), Springer Verlag: Springer Verlag Berlin, Heidelberg, New York) · Zbl 0859.65067
[12] Hindmarsh, A. C., ODEPACK, a systematized collection of ODE solvers, (Stepleman, R. S.; etal., Scientific Computing. Scientific Computing, IMACS Transactions on Scientific Computation, vol. 1 (1983), North-Holland: North-Holland Amsterdam), 55-64
[13] Hundsdorfer, W.; Ruuth, S. J., IMEX extensions of linear multistep methods with general monotonicity and boundedness properties, J. Comput. Phys., 225, 2016-2042 (2007) · Zbl 1123.65068
[14] Hundsdorfer, W.; Verwer, J. G., Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations (2003), Springer-Verlag: Springer-Verlag Berlin, Heidelberg, New York · Zbl 1030.65100
[15] Izzo, G.; Jackiewicz, Z., Strong stability preserving general linear methods, J. Sci. Comput., 65, 271-298 (2015) · Zbl 1329.65164
[16] Izzo, G.; Jackiewicz, Z., Highly stable implicit-explicit Runge-Kutta methods, Appl. Numer. Math., 113, 71-92 (2017) · Zbl 1355.65096
[17] Izzo, G.; Jackiewicz, Z., Strong stability preserving transformed DIMSIMs, J. Comput. Appl. Math., 343, 174-188 (2018) · Zbl 1524.65268
[18] Izzo, G.; Jackiewicz, Z., Transformed implicit-explicit DIMSIMs with strong stability preserving explicit part, Numer. Algorithms, 81, 4, 1343-1359 (2019) · Zbl 1416.65204
[19] Jackiewicz, Z., General Linear Methods for Ordinary Differential Equations (2009), John Wiley: John Wiley Hoboken, New Jersey · Zbl 1211.65095
[20] Jackiewicz, Z.; Mittelmann, H. D., Construction of IMEX DIMSIMs of high order and stage order, Appl. Numer. Math., 121, 234-248 (2017) · Zbl 1372.65212
[21] Ketcheson, D. I.; Gottlieb, S.; Macdonald, C. B., Strong stability preserving two-step Runge-Kutta methods, SIAM J. Numer. Anal., 49, 2618-2639 (2011) · Zbl 1240.65278
[22] Shu, C.-W., High order ENO and WENO schemes for computational fluid dynamics, (Barth, T. J.; Deconinck, H., High-Order Methods for Computational Physics. High-Order Methods for Computational Physics, Lecture Notes in Computational Science and Engineering, vol. 9 (1999), Springer), 439-582 · Zbl 0937.76044
[23] Spijker, M. N., Stepsize conditions for general monotonicity in numerical initial value problems, SIAM J. Numer. Anal., 45, 1226-1245 (2007) · Zbl 1144.65055
[24] Wang, R.; Spiteri, R. J., Linear instability of the fifth-order WENO method, SIAM J. Numer. Anal., 45, 1871-1901 (2007) · Zbl 1158.65065
[25] Wright, W., General linear methods with inherent Runge-Kutta stability (2002), The University of Auckland: The University of Auckland New Zealand, (Ph.D. thesis) · Zbl 1016.65049
[26] Zhang, H.; Sandu, A.; Blaise, S., Partitioned and implicit-explicit general linear methods for ordinary differential equations, J. Sci. Comput., 61, 119-144 (2014) · Zbl 1308.65122
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.