633 research outputs found
Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods
Runge-Kutta methods for the solution of systems of ordinary differential
equations (ODEs) are described. To overcome the difficulty in implementing fully
implicit Runge-Kutta method and to avoid the limitations of explicit Runge-Kutta
method, we resort to Singly Diagonally Implicit Runge-Kutta (SDIRK) method,
which is computationally efficient and stiffly stable. Consequently, embedded
SDIRK methods of fourth order five stages in fifth order six stages are constructed.
Their regions of stability are presented and numerical results of the methods are
compared with the existing methods.
Stiff systems of ODEs are solved using implicit formulae and require the use
of Newton-like iteration, which needs a lot of computational effort. If the systems can be partitioned dynamically into stiff and nonstiff subsystems then a more
effective code can be developed. Hence, partitioning strategies are discussed in
detail and numerical results based on two techniques to detect stiffness using
SDIRK methods are compared.
A brief introduction to delay differential equations (DDEs) is given. The
stability properties of SDIRK methods, when applied to DDEs, using Lagrange
interpolation to evaluate the delay term, are investigated.
Finally, partitioning strategies for ODEs are adapted to DDEs and numerical
results based on two partitioning techniques, interval wise partitioning and
componentwise partitioning are tabulated and compared
Efficient implementation of Radau collocation methods
In this paper we define an efficient implementation of Runge-Kutta methods of
Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems.
The proposed implementation relies on an alternative low-rank formulation of
the methods, for which a splitting procedure is easily defined. The linear
convergence analysis of this splitting procedure exhibits excellent properties,
which are confirmed by its performance on a few numerical tests.Comment: 19 pages, 3 figures, 9 table
Implicit and Implicit-Explicit Strong Stability Preserving Runge-Kutta Methods with High Linear Order
When evolving in time the solution of a hyperbolic partial differential
equation, it is often desirable to use high order strong stability preserving
(SSP) time discretizations. These time discretizations preserve the
monotonicity properties satisfied by the spatial discretization when coupled
with the first order forward Euler, under a certain time-step restriction.
While the allowable time-step depends on both the spatial and temporal
discretizations, the contribution of the temporal discretization can be
isolated by taking the ratio of the allowable time-step of the high order
method to the forward Euler time-step. This ratio is called the strong
stability coefficient. The search for high order strong stability time-stepping
methods with high order and large allowable time-step had been an active area
of research. It is known that implicit SSP Runge-Kutta methods exist only up to
sixth order. However, if we restrict ourselves to solving only linear
autonomous problems, the order conditions simplify and we can find implicit SSP
Runge-Kutta methods of any linear order. In the current work we aim to find
very high linear order implicit SSP Runge-Kutta methods that are optimal in
terms of allowable time-step. Next, we formulate an optimization problem for
implicit-explicit (IMEX) SSP Runge-Kutta methods and find implicit methods with
large linear stability regions that pair with known explicit SSP Runge-Kutta
methods of orders plin=3,4,6 as well as optimized IMEX SSP Runge-Kutta pairs
that have high linear order and nonlinear orders p=2,3,4. These methods are
then tested on sample problems to verify order of convergence and to
demonstrate the sharpness of the SSP coefficient and the typical behavior of
these methods on test problems
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