High-order multiderivative IMEX schemes

DOI10.1016/J.APNUM.2020.10.007MaRDI QIDQ2227687zbMATH OpenOpenAlexFDO

Authors Alexander J. Dittmann

Publication date 15 February 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.03370

zbMATH Keywords

Hermite interpolationhigh-order accuracyIMEX scheme

Mathematics Subject Classification ID

Numerical interpolation (65D05) Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Abstract: Recently, a 4th-order asymptotic preserving multiderivative implicit-explicit (IMEX) scheme was developed (Sch"utz and Seal 2020, arXiv:2001.08268). This scheme is based on a 4th-order Hermite interpolation in time, and uses an approach based on operator splitting that converges to the underlying quadrature if iterated sufficiently. Hermite schemes have been used in astrophysics for decades, particularly for N-body calculations, but not in a form suitable for solving stiff equations. In this work, we extend the scheme presented in Sch"utz and Seal 2020 to higher orders. Such high-order schemes offer advantages when one aims to find high-precision solutions to systems of differential equations containing stiff terms, which occur throughout the physical sciences. We begin by deriving Hermite schemes of arbitrary order and discussing the stability of these formulas. Afterwards, we demonstrate how the method of Sch"utz and Seal 2020 generalises in a straightforward manner to any of these schemes, and prove convergence properties of the resulting IMEX schemes. We then present results for methods ranging from 6th to 12th order and explore a selection of test problems, including both linear and nonlinear ordinary differential equations and Burgers' equation. To our knowledge this is also the first time that Hermite time-stepping methods have been applied to partial differential equations. We then discuss some benefits of these schemes, such as their potential for parallelism and low memory usage, as well as limitations and potential drawbacks.

Review text

The author presents a class of multiderivative IMEX (Implicit-Explicit) schemes of arbitrary order, focusing on orders 6--12 following [\textit{J. Schütz} and \textit{D. C. Seal}, Appl. Numer. Math. 160, 84--101 (2021; Zbl 1459.65159)] on the 4th-order method of this family. The computations in these schemes are highly parallelizable, and may be advantageous on current and future parallel architectures. In addition to this, many high-order multistep and Runge-Kutta methods require storing a number of intermediate stages of the solution, while the methods presented in this work only require storing values at the beginning and end of a time step. Another feature, such high-order schemes offer advantages when one aims to find high-precision solutions to systems of differential equations containing stiff terms, which occur in physics. Some numerical tests are presented to show the efficiency of the schemes proposed in this work.

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Cited in

(9)

• Parallel-in-time high-order multiderivative IMEX solvers
• Stability of implicit multiderivative deferred correction methods
• An asymptotic preserving semi-implicit multiderivative solver
• Construction of IMEX DIMSIMs of high order and stage order
• Adaptive IMEX schemes for high-order unstructured methods
• Invariant-Domain Preserving High-Order Time Stepping: II. IMEX Schemes
• An explicitness-preserving IMEX-split multiderivative method
• Multi-step Hermite-Birkhoff predictor-corrector schemes
• Certified Seventh-Order Two-Derivative Hermite Deferred Correction via Node-Sweep Co-Design

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Uses Software

• Pluto
• RODAS

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