On monotonicity and boundedness properties of linear multistep methods

Simon Fraser University, Burnaby, British Columbia, V5A 1S6 Canada. Abstract: In this paper an analysis is provided of nonlinear monotonicity and boundedness properties for linear multistep methods. Instead of strict monotonicity for arbitrary starting values we shall focus on generalized monotonicity or boundedness with Runge-Kutta starting procedures. This allows many multistep methods of practical interest to be included in the theory. In a related manner, we also consider contractivity and stability in arbitrary norms

Hybrid Spectral Difference/Embedded Finite Volume Method for Conservation Laws

A novel hybrid spectral difference/embedded finite volume method is introduced in order to apply a discontinuous high-order method for large scale engineering applications involving discontinuities in the flows with complex geometries. In the proposed hybrid approach, the finite volume (FV) element, consisting of structured FV subcells, is embedded in the base hexahedral element containing discontinuity, and an FV based high-order shock-capturing scheme is employed to overcome the Gibbs phenomena. Thus, a discontinuity is captured at the resolution of FV subcells within an embedded FV element. In the smooth flow region, the SD element is used in the base hexahedral element. Then, the governing equations are solved by the SD method. The SD method is chosen for its low numerical dissipation and computational efficiency preserving high-order accurate solutions. The coupling between the SD element and the FV element is achieved by the globally conserved mortar method. In this paper, the 5th-order WENO scheme with the characteristic decomposition is employed as the shock-capturing scheme in the embedded FV element, and the 5th-order SD method is used in the smooth flow field. The order of accuracy study and various 1D and 2D test cases are carried out, which involve the discontinuities and vortex flows. Overall, it is shown that the proposed hybrid method results in comparable or better simulation results compared with the standalone WENO scheme when the same number of solution DOF is considered in both SD and FV elements.Comment: 27 pages, 17 figures, 2 tables, Accepted for publication in the Journal of Computational Physics, April 201

Geometric Integration of Hamiltonian Systems Perturbed by Rayleigh Damping

Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the symplectic structure in the case $\epsilon=0$. In the case $0<\epsilon\ll 1$ the energy dissipation rate is shown to be asymptotically correct by backward error analysis. Theoretical results on monotone decrease of the modified Hamiltonian function for small enough step sizes are given. Further, an analysis proving near conservation of relative equilibria for small enough step sizes is conducted. Numerical examples, verifying the analyses, are given for a planar pendulum and an elastic 3--D pendulum. The results are superior in comparison with a conventional explicit Runge-Kutta method of the same order

Embedded error estimation and adaptive step-size control for optimal explicit strong stability preserving Runge--Kutta methods

We construct a family of embedded pairs for optimal strong stability preserving explicit Runge-Kutta methods of order $2 \leq p \leq 4$ to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction, the goals include non-defective methods, large region of absolute stability, and optimal error measurement as defined in [5,19]. The new family of embedded pairs offer the ability for strong stability preserving (SSP) methods to adapt by varying the step-size based on the local error estimation while maintaining their inherent nonlinear stability properties. Through several numerical experiments, we assess the overall effectiveness in terms of precision versus work while also taking into consideration accuracy and stability.Comment: 22 pages, 49 figure