Strong stability preserving explicit linear multistep methods with variable step size

DOI10.1137/15M101717XzbMATH Open1348.65126arXiv1504.04107MaRDI QIDQ2821792FDOQ2821792

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)

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.

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

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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)

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Cited In (8)

• 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
• A polynomial formulation of adaptive strong stability preserving multistep methods

Uses Software

• Pyclaw
• SharpClaw
• PyWENO

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