Fourth-order symmetric DIRK methods for periodic stiff problems (Q1397934)

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Fourth-order symmetric DIRK methods for periodic stiff problems
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    Fourth-order symmetric DIRK methods for periodic stiff problems (English)
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    6 August 2003
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    An \(s\)-stage diagonally implicit Runge-Kutta (DIRK) method is a Runge-Kutta method \((A,b^T,c)\), with \(A\) lower triangular. It is symmetric if \(b_{s+1-i}=b_i\) and \(a_{ij}+a_{s+1-i,s+1-j}=b_j\), for \(i,j=1,2,\dots,s\). A well-known example of a symplectic, symmetric DIRK method is given by \textit{J.~M.~Sanz-Serna} and \textit{L.~Abia} [SIAM J. Numer. Anal. 28, 1081--1096 (1991; Zbl 0785.65085)]. The present paper is concerned with constructing symmetric DIRK methods with low dispersion error. Two new fourth-order symmetric methods are found with four and five stages respectively. The second of these is symplectic and sixth-order dispersive. These methods are compared with the Sanz-Serna and Abia [loc. cit.] method using some demanding stiff test problems and the new methods, especially the five-stage method, are seen to perform very well.
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    symmetric DIRK methods
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    dispersion error
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    numerical examples
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    diagonally implicit Runge-Kutta method
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    \(P\)-stability
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    symplectic methods
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