Fourth-order time-stepping for stiff PDEs on the sphere

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with multiplication matrices that differ from the usual ones, and implicit-explicit time-stepping schemes. Operating in coefficient space with these new matrices allows one to use a sparse direct solver, avoids the coordinate singularity and maintains smoothness at the poles, while implicit-explicit schemes circumvent severe restrictions on the time-steps due to stiffness. A comparison is made against exponential integrators and it is found that implicit-explicit schemes perform best. Implementations in MATLAB and Chebfun make it possible to compute the solution of many PDEs to high accuracy in a very convenient fashion

Optimized explicit Runge-Kutta schemes for the spectral difference method applied to wave propagation problems

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge-Kutta schemes available in literature. Furthermore, they have a small principal error norm and admit a low-storage implementation. The advantages of the new schemes are demonstrated through application to the Euler equations and the linearized Euler equations.Comment: 37 pages, 3 pages of appendi

Stability of step size control based on a posteriori error estimates

A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments

Efficient Solvers for Space-Time Discontinuous Galerkin Spectral Element Methods

In this thesis we study efficient solvers for space-time discontinuous Galerkin spectral element methods (DG-SEM). These discretizations result in fully implicit schemes of variable order in both spatial and temporal directions. The popularity of space-time DG methods has increased in recent years and entropy stable space-time DG-SEM have been constructed for conservation laws, making them interesting for these applications. The size of the nonlinear system resulting from differential equations discretized with space-time DG-SEM is dependent on the order of the method, and the corresponding Jacobian is of block form with dense blocks. Thus, the problem arises to efficiently solve these huge nonlinear systems with regards to CPU time as well as memory consumption. The lack of good solvers for three-dimensional DG applications has been identified as one of the major obstacles before high order methods can be adapted for industrial applications.It has been proven that DG-SEM in time and Lobatto IIIC Runge-Kutta methods are equivalent, in that both methods lead to the same discrete solution. This allows to implement space-time DG-SEM in two ways: Either as a full space-time system or by decoupling the temporal elements and using implicit time-stepping with Lobatto IIIC methods. We compare theoretical properties and discuss practical aspects of the respective implementations.When considering the full space-time system, multigrid can be used as solver. We analyze this solver with the local Fourier analysis, which gives more insight into the efficiency of the space-time multigrid method. The other option is to decouple the temporal elements and use implicit Runge-Kutta time-stepping methods. We suggest to use Jacobian-free Newton-Krylov (JFNK) solvers since they are advantageous memory-wise. An efficient preconditioner for the Krylov sub-solver is needed to improve the convergence speed. However, we want to avoid constructing or storing the Jacobian, otherwise the favorable memory consumption of the JFNK approach would be obsolete. We present a preconditioner based on an auxiliary first order finite volume replacement operator. Based on the replacement operator we construct an agglomeration multigrid preconditioner with efficient smoothers using pseudo time integrators. Then only the Jacobian of the replacement operator needs to be constructed and the DG method is still Jacobian-free. Numerical experiments for hyperbolic test problems as the advection, advection-diffusion and Euler equations in several dimensions demonstrate the potential of the new approach

Recent Developments in the Numerics of Nonlinear Hyperbolic Conservation Laws

The development of reliable numerical methods for the simulation of real life problems requires both a fundamental knowledge in the field of numerical analysis and a proper experience in practical applications as well as their mathematical modeling. Thus, the purpose of the workshop was to bring together experts not only from the field of applied mathematics but also from civil and mechanical engineering working in the area of modern high order methods for the solution of partial differential equations or even approximation theory necessary to improve the accuracy as well as robustness of numerical algorithms