Extrapolation-based implicit-explicit general linear methods

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a new extrapolation-based approach to construct practical IMEX GLM pairs of high order. We look for methods with large absolute stability region, assuming that the implicit part of the method is A- or L-stable. We provide examples of IMEX GLMs with optimal stability properties. Their application to a two dimensional test problem confirms the theoretical findings

Transformed implicit-explicit DIMSIMs with strong stability preserving explicit part

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such systems can be efficiently treated by a class of implicit-explicit (IMEX) diagonally implicit multistage integration methods (DIMSIMs), where the stiff part is integrated by implicit formula, and the non-stiff part is integrated by an explicit formula. We will construct methods where the explicit part has strong stability preserving (SSP) property, and the implicit part of the method is $A$-, or $L$-stable. We will also investigate stability of these methods when the implicit and explicit parts interact with each other. To be more precise, we will monitor the size of the region of absolute stability of the IMEX scheme, assuming that the implicit part of the method is $A$-, or $L$-stable. Finally we furnish examples of SSP IMEX DIMSIMs up to the order four with good stability properties

Two-step Runge-Kutta methods with quadratic stability functions

We describe the construction of implicit two-step Runge-Kutta methods with stability properties determined by quadratic stability functions. We will aim for methods which are A-stable and L-stable and such that the coefficients matrix has a one point spectrum. Examples of methods of order up to eight are provided

Explicit two-step Runge-Kutta methods

summary:The explicit two-step Runge-Kutta (TSRK) formulas for the numerical solution of ordinary differential equations are analyzed. The order conditions are derived and the construction of such methods based on some simplifying assumptions is described. Order barriers are also presented. It turns out that for order $p\le 5$ the minimal number of stages for explicit TSRK method of order $p$ is equal to the minimal number of stages for explicit Runge-Kutta method of order $p-1$. Numerical results are presented which demonstrate that constant step size TSRK can be both effectively and efficiently used in an Euler equation solver. Furthermore, a comparison with a variable step size formulation shows that in these solvers the variable step size formulation offers no advantages compared to the constant step size implementation

A new strategy for choosing the Chebyshev‐gegenbauer parameters in a reconstruction based on asymptotic analysis

The Gegenbauer reconstruction method, first proposed by Gottlieb et. al. in 1992, has been considered a useful technique for re‐expanding finite series polynomial approximations while simultaneously avoiding Gibbs artifacts. Since its introduction many studies have analyzed the method's strengths and weaknesses as well as suggesting several applications. However, until recently no attempts were made to optimize the reconstruction parameters, whose careful selection can make the difference between spectral accuracies and divergent error bounds. In this paper we propose asymptotic analysis as a method for locating the optimal Gegenbauer reconstruction parameters. Such parameters are useful to applications of this reconstruction method that either seek to bound the number of Gegenbauer expansion coefficients or to control compression ratios. We then illustrate the effectiveness of our approach with the results from some numerical experiments. First published online: 09 jun 201

Efficient General Linear Methods of High Order with Inherent Quadratic Stability

We search for general linear methods with s internal stages and r = s + 1 external stages of order p = s + 1 and stage order q = s. We require that stability function of these methods has only two non-zero roots. This is achieved by imposing the so-called inherent quadratic stability conditions. Examples of such general linear methods which are A- and L-stable up to the order p = 8 and stage order q = p - 1 are derived

Extrapolated Implicit–Explicit Runge–Kutta Methods

We investigate a new class of implicit–explicit singly diagonally implicit Runge–Kutta methods for ordinary differential equations with both non-stiff and stiff components. The approach is based on extrapolation of the stage values at the current step by stage values in the previous step. This approach was first proposed by the authors in context of implicit–explicit general linear methods

Natural Volterra Runge-Kutta methods

A very general class of Runge-Kutta methods for Volterra integral equations of the second kind is analyzed. Order and stage order conditions are derived for methods of order p and stage order q = p up to the order four. We also investigate stability properties of these methods with respect to the basic and the convolution test equations. The systematic search for A- and V0-stable methods is described and examples of highly stable methods are presented up to the order p = 4 and stage order q = 4

Optimization-based search for nordsieck methods of high order with quadratic stability polynomials

We describe the search for explicit general linear methods in Nordsieck form for which the stability function has only two nonzero roots. This search is based on state-of-the-art optimization software. Examples of methods found in this way are given for order p = 5, p = 6, and p = 7

Extrapolated Implicit–Explicit Runge–Kutta Methods

We investigate a new class of implicit–explicit singly diagonally implicit Runge–Kutta methods for ordinary differential equations with both non-stiff and stiff components. The approach is based on extrapolation of the stage values at the current step by stage values in the previous step. This approach was first proposed by the authors in context of implicit–explicit general linear methods