Strong stability preserving explicit linear multistep methods with variable step size

DOI10.1137/15M101717XMaRDI QIDQ2821792zbMATH OpenFDO

Authors Yiannis Hadjimichael, David I. Ketcheson, Lajos Lóczi, Adrián Németh

Publication date 23 September 2016

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04107

zbMATH Keywords

convergencemonotonicitynumerical examplesemidiscretizationlinear multistep methodsvariable step sizenonlinear hyperbolic equationstime integrationstrong stability preservation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Second-order nonlinear hyperbolic equations (35L70) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: Strong stability preserving (SSP) methods are designed primarily for time integration of nonlinear hyperbolic PDEs, for which the permissible SSP step size varies from one step to the next. We develop the first SSP linear multistep methods (of order two and three) with variable step size, and prove their optimality, stability, and convergence. The choice of step size for multistep SSP methods is an interesting problem because the allowable step size depends on the SSP coefficient, which in turn depends on the chosen step sizes. The description of the methods includes an optimal step-size strategy. We prove sharp upper bounds on the allowable step size for explicit SSP linear multistep methods and show the existence of methods with arbitrarily high order of accuracy. The effectiveness of the methods is demonstrated through numerical examples.

Recommendations

• A polynomial formulation of adaptive strong stability preserving multistep methods
• Explicit strong stability preserving multistep Runge-Kutta methods
• On high order strong stability preserving Runge-Kutta and multi step time discretizations
• On strong stability preserving time discretization methods
• Global optimization of explicit strong-stability-preserving Runge-Kutta methods

Cites work

• scientific article; zbMATH DE number 5820030 (Why is no real title available?)
• scientific article; zbMATH DE number 1234104 (Why is no real title available?)
• Computation of optimal monotonicity preserving general linear methods
• Contractivity preserving explicit linear multistep methods
• Contractivity-Preserving Implicit Linear Multistep Methods
• Dynamics of second order rational difference equations. With open problems and conjectures
• High-order linear multistep methods with general monotonicity and boundedness properties
• High-order wave propagation algorithms for hyperbolic systems
• Monotonicity-Preserving Linear Multistep Methods
• On maximum-principle-satisfying high order schemes for scalar conservation laws
• On monotonicity and boundedness properties of linear multistep methods
• Solving Ordinary Differential Equations I
• The numerical simulation of two-dimensional fluid flow with strong shocks
• Towards the ultimate conservative difference scheme. IV: A new approach to numerical convection
• \texttt{Pyclaw}: accessible, extensible, scalable tools for wave propagation problems

Cited in

(8)

• A polynomial formulation of adaptive strong stability preserving multistep methods
• Contractivity preserving explicit linear multistep methods
• General relaxation methods for initial-value problems with application to multistep schemes
• Strongly A-stable first stage explicit collocation methods with stepsize control for stiff and differential-algebraic equations
• Efficient GPU parallelization of adaptive mesh refinement technique for high-order compressible solver with immersed boundary
• Variable step-size implicit-explicit linear multistep methods for time-dependent partial differential equations
• Step sizes for strong stability preservation with downwind-biased operators
• Strong stability of an optimal control hybrid system in fed-batch fermentation

Describes a project that uses

Uses Software

• PyWENO
• SharpClaw
• Pyclaw

This page was built for publication: Strong stability preserving explicit linear multistep methods with variable step size

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2821792)