Strong stability preserving properties of Runge--Kutta time discretization methods for linear constant coefficient operators (Q1403973)

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Strong stability preserving properties of Runge--Kutta time discretization methods for linear constant coefficient operators
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    Strong stability preserving properties of Runge--Kutta time discretization methods for linear constant coefficient operators (English)
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    20 August 2003
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    Time dependent hyperbolic partial differential equations can be usually solved via spatial discretization and then ordinary differential equation system in time variable can be discretized by some ordinary differential equation solver. The forward Euler method is only first order accurate and in practice, high order time discretizations which preserve all the stability properties are needed. That is why strong stability preserving high order Runge-Kutta time discretizations methods were developed. They are very useful in many applications. In this paper the strong stability preserving properties of Runge-Kutta methods for the ordinary differential equation \(u_t = Lu\) are analyzed where \(L\) is a linear operator. A class of optimal strong stability preserving Runge-Kutta methods of any order is presented and a bound on the optimal timestep restriction is shown. The class of strong stability preserving Runge-Kutta methods is extended also for linear operators including the case of time dependent boundary conditions or a time dependent forcing term. Some numerical results for a linear parabolic equation with time dependent source term where an exact solution is known is presented at the end of the paper. Some comaprison of the forward Euler method and the high order Runge- Kutta method are included.
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    strong stability preserving
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    Runge-Kutta methods
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    high order accuracy
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    time discretization
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    comparison of methods
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    numerical results
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    linear parabolic equation
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    forward Euler method
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