High order linearly implicit methods for evolution equations

DOI10.1051/M2AN/2022018MaRDI QIDQ5074254zbMATH OpenOpenAlexFDO

Authors Guillaume Dujardin, Ingrid Lacroix-Violet

Publication date 9 May 2022

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1911.06016

zbMATH Keywords

evolution equationshigh ordernumerical methodslinearly implicit methodsCauchy problemstime integration

Mathematics Subject Classification ID

Heat equation (35K05) Time-dependent Schrödinger equations and Dirac equations (35Q41) NLS equations (nonlinear Schrödinger equations) (35Q55) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with collocation techniques, in such a way that the methods are linearly implicit and have high order. The fact that these methods are implicit allows to avoid CFL conditions when the large systems to integrate come from the space discretization of evolution PDEs. Moreover, these methods are expected to be efficient since they only require to solve one linear system of equations at each time step, and efficient techniques from the literature can be used to do so. After the introduction of the methods, we set suitable definitions of consistency and stability for these methods. This allows for a proof that arbitrarily high order linearly implicit methods exist and converge when applied to ODEs. Eventually, we perform numerical experiments on ODEs and PDEs that illustrate our theoretical results for ODEs, and compare our methods with standard methods for several evolution PDEs.

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Cited in

(6)

• Linearly implicit methods for nonlinear evolution equations
• \(\hat{A}\)- and \(\hat{I}\)-stability of Runge-Kutta collocation methods
• High order implicit-explicit general linear methods with optimized stability regions
• High order linearly implicit methods for semilinear evolution PDEs
• On the solution of high order stable time integration methods
• Linearly implicit multistep methods for time integration

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