General relaxation methods for initial-value problems with application to multistep schemes

DOI10.1007/S00211-020-01158-4zbMATH Open1456.65051arXiv2003.03012OpenAlexW3096719680MaRDI QIDQ2217872FDOQ2217872

Authors: Hendrik Ranocha, Lajos Lóczi, David I. Ketcheson 

Publication date: 11 January 2021

Published in: Numerische Mathematik (Search for Journal in Brave)

Abstract: Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep methods, including all general linear methods of order two or higher, and many other classes of schemes. We prove the existence of a valid relaxation parameter and high-order accuracy of the resulting method, in the context of general equations, including but not limited to conservative or dissipative systems. The theory is illustrated with several numerical examples.

Full work available at URL: https://arxiv.org/abs/2003.03012

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zbMATH Keywords

existence resultmultistep methodsRunge-Kutta methodsrelaxation approach

Mathematics Subject Classification ID

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) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited In (25)

• Relaxation deferred correction methods and their applications to residual distribution schemes
• Reinterpretation and extension of entropy correction terms for residual distribution and discontinuous Galerkin schemes: application to structure preserving discretization
• Multiple-relaxation Runge Kutta methods for conservative dynamical systems
• High order entropy preserving ADER-DG schemes
• Multiderivative time integration methods preserving nonlinear functionals via relaxation
• Entropy-preserving and entropy-stable relaxation IMEX and multirate time-stepping methods
• Linearly implicit and high-order energy-preserving relaxation schemes for highly oscillatory Hamiltonian systems
• A study of the local dynamics of modified Patankar DeC and higher order modified Patankar–RK methods
• A new class of \(A\) stable summation by parts time integration schemes with strong initial conditions
• Kinetic functions for nonclassical shocks, entropy stability, and discrete summation by parts
• Resolving entropy growth from iterative methods
• A second-order linear unconditionally energy-stable scheme for the phase field crystal equation
• Discrete adjoint computations for relaxation Runge-Kutta methods
• Relaxation Runge-Kutta methods for Hamiltonian problems
• Relaxation exponential Runge-Kutta methods and their applications to semilinear dissipative/conservative systems
• A conservative fully discrete numerical method for the regularized shallow water wave equations
• On the rate of error growth in time for numerical solutions of nonlinear dispersive wave equations
• Positivity-preserving adaptive Runge-Kutta methods
• Relaxation Exponential Rosenbrock-Type Methods for Oscillatory Hamiltonian Systems
• Relaxation RKN-type integrators that preserve two invariants for second-order (oscillatory) systems
• Multiple relaxation exponential Runge-Kutta methods for the nonlinear Schrödinger equation
• A Broad Class of Conservative Numerical Methods for Dispersive Wave Equations
• PottsMGNet: a mathematical explanation of encoder-decoder based neural networks
• Optimized Runge-Kutta methods with automatic step size control for compressible computational fluid dynamics
• Implicit-explicit relaxation Runge-Kutta methods: construction, analysis and applications to PDEs

Uses Software

• RODAS
• SciPy
• Matplotlib
• Python
• RRK_rr
• GitHub

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