On the Construction of Splitting Methods by Stabilizing Corrections with Runge-Kutta Pairs

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta methods. The procedure will be applied to suitable second-order pairs, and we will consider methods with or without a mass conserving finishing stage. For these splitting methods, the linear stability properties are studied and numerical test results are presented.Comment: 18 page

Optimal stability polynomials for numerical integration of initial value problems

We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step size and corresponding method for a given problem when the spectrum of the initial value problem is known. The problem is expressed in terms of a general least deviation feasibility problem. Its solution is obtained by a new fast, accurate, and robust algorithm based on convex optimization techniques. Global convergence of the algorithm is proven in the case that the order of approximation is one and in the case that the spectrum encloses a starlike region. Examples demonstrate the effectiveness of the proposed algorithm even when these conditions are not satisfied

Extrapolation-Based Implicit-Explicit Peer Methods with Optimised Stability Regions

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach based on already computed stage values is applied to construct IMEX methods with favourable stability properties. Optimised IMEX-Peer methods of order p = 2, 3, 4, are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other implicit-explicit methods are included.Comment: 21 pages, 6 figure

Patankar-Type Runge-Kutta Schemes for Linear PDEs

We study the local discretization error of Patankar-type Runge-Kutta methods applied to semi-discrete PDEs. For a known two-stage Patankar-type scheme the local error in PDE sense for linear advection or diffusion is shown to be of the maximal order ${\cal O}(\Delta t^3)$ for sufficiently smooth and positive exact solutions. However, in a test case mimicking a wetting-drying situation as in the context of shallow-water flows, this scheme yields large errors in the drying region. A more realistic approximation is obtained by a modification of the Patankar approach incorporating an explicit testing stage into the implicit trapezoidal rule.Comment: 5 pages, 4 figures, Submitted to AIP conference proceedings: Proceedings of the 14th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM 2016), 19-25 Sep 2016, Rhodes, Greec

Spatially hybrid computations for streamer discharges with generic features of pulled fronts: I. Planar fronts

Streamers are the first stage of sparks and lightning; they grow due to a strongly enhanced electric field at their tips; this field is created by a thin curved space charge layer. These multiple scales are already challenging when the electrons are approximated by densities. However, electron density fluctuations in the leading edge of the front and non-thermal stretched tails of the electron energy distribution (as a cause of X-ray emissions) require a particle model to follow the electron motion. As super-particle methods create wrong statistics and numerical artifacts, modeling the individual electron dynamics in streamers is limited to early stages where the total electron number still is limited. The method of choice is a hybrid computation in space where individual electrons are followed in the region of high electric field and low density while the bulk of the electrons is approximated by densities (or fluids). We here develop the hybrid coupling for planar fronts. First, to obtain a consistent flux at the interface between particle and fluid model in the hybrid computation, the widely used classical fluid model is replaced by an extended fluid model. Then the coupling algorithm and the numerical implementation of the spatially hybrid model are presented in detail, in particular, the position of the model interface and the construction of the buffer region. The method carries generic features of pulled fronts that can be applied to similar problems like large deviations in the leading edge of population fronts etc.Comment: 33 pages, 15 figures and 2 table

Extrapolation-Based Super-Convergent Implicit-Explicit Peer Methods with A-stable Implicit Part

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent IMEX-Peer methods with A-stable implicit part. IMEX schemes combine the necessary stability of implicit and low computational costs of explicit methods to efficiently solve systems of ordinary differential equations with both stiff and non-stiff parts included in the source term. To construct super-convergent IMEX-Peer methods with favourable stability properties, we derive necessary and sufficient conditions on the coefficient matrices and apply an extrapolation approach based on already computed stage values. Optimised super-convergent IMEX-Peer methods of order s+1 for s=2,3,4 stages are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other IMEX-Peer methods are included.Comment: 22 pages, 4 figures. arXiv admin note: text overlap with arXiv:1610.0051

3D hybrid computations for streamer discharges and production of run-away electrons

We introduce a 3D hybrid model for streamer discharges that follows the dynamics of single electrons in the region with strong field enhancement at the streamer tip while approximating the many electrons in the streamer interior as densities. We explain the method and present first results for negative streamers in nitrogen. We focus on the high electron energies observed in the simulation.Comment: 4 pages, 4 figure

Simulated avalanche formation around streamers in an overvolted air gap

We simulate streamers in air at standard temperature and pressure in a short overvolted gap. The simulation is performed with a 3D hybrid model that traces the single electrons and photons in the low density region, while modeling the streamer interior as a fluid. The photons are followed by a Monte-Carlo procedure, just like the electrons. The first simulation result is present here.Comment: 2 page

On the error of general linear methods for stiff dissipative differential equations

Many numerical methods to solve initial value problems of the form y′=f(t,y) can be written as general linear methods. Classical convergence results for such methods are based on the Lipschitz constant and bounds for certain partial derivatives of f. For stiff problems these quantities may be very large, and consequently the classical order of convergence loses its significance. In this paper we consider bounds for the global errors which are based only on bounds for derivatives of y for linear and non-linear dissipative problems with arbitrary stiffnes