Higher-order additive Runge-Kutta schemes for ordinary differential equations (Q1633325)
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English | Higher-order additive Runge-Kutta schemes for ordinary differential equations |
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Higher-order additive Runge-Kutta schemes for ordinary differential equations (English)
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19 December 2018
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The paper considers the numerical approximation of a system of ODEs where the right-hand side can be expressed as a sum of \(N\geq 2\) terms. The numerical scheme assumes a different integrator for each term. In particular, the authors develop two new additive Runge-Kutta (ARK\(_2\)) methods of order four and five, in an IMEX (implicit-explicit) formulation, for the case \(N=2\). The proposed numerical approach combines explicit Runge-Kutta (ERK) methods with explicit, singly-diagonally implicit (ESDIRK) methods, with error and step-size control implemented through a PID controller. The main features of the methods are discussed, especially those related to order conditions, error, linear stability and step-size control. The new methods are tested using two singular perturbation problems: Van der Pol equation and Kaps problem. The numerical tests indicate that the proposed methods present improvements in comparison to other existing methods of the same class.
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Runge-Kutta
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L-stability
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stiff ODE
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singularly perturbed problem
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IMEX
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