Step sizes for strong stability preservation with downwind-biased operators

DOI10.1137/100818674zbMATH Open1229.65136arXiv1105.5798OpenAlexW2024067306MaRDI QIDQ3097474FDOQ3097474

Authors: David I. Ketcheson 

Publication date: 10 November 2011

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

Abstract: Strong stability preserving (SSP) integrators for initial value ODEs preserve temporal monotonicity solution properties in arbitrary norms. All existing SSP methods, including implicit methods, either require small step sizes or achieve only first order accuracy. It is possible to achieve more relaxed step size restrictions in the discretization of hyperbolic PDEs through the use of both upwind- and downwind-biased semi-discretizations. We investigate bounds on the maximum SSP step size for methods that include negative coefficients and downwind-biased semi-discretizations. We prove that the downwind SSP coefficient for linear multistep methods of order greater than one is at most equal to two, while the downwind SSP coefficient for explicit Runge--Kutta methods is at most equal to the number of stages of the method. In contrast, the maximal downwind SSP coefficient for second order Runge--Kutta methods is shown to be unbounded. We present a class of such methods with arbitrarily large SSP coefficient and demonstrate that they achieve second order accuracy for large CFL number.

Full work available at URL: https://arxiv.org/abs/1105.5798

Recommendations

• On strong stability preserving time discretization methods
• Strong stability preserving explicit linear multistep methods with variable step size
• High-Order Strong-Stability-Preserving Runge--Kutta Methods with Downwind-Biased Spatial Discretizations
• Strong-stability-preserving additive linear multistep methods
• On high order strong stability preserving Runge-Kutta and multi step time discretizations

zbMATH Keywords

monotonicitysemidiscretizationlinear multistep methodsRunge-Kutta methodsstep size controlstrong stability-preserving

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability of solutions to ordinary differential equations (34D20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Cited In (14)

• Kernel based high order ``explicit unconditionally stable scheme for nonlinear degenerate advection-diffusion equations
• Generalized sampling and infinite-dimensional compressed sensing
• Strong Stability Preserving Time Discretizations: A Review
• Efficient inequality-preserving integrators for differential equations satisfying forward Euler conditions
• Kershaw closures for linear transport equations in slab geometry. II: High-order realizability-preserving discontinuous-Galerkin schemes
• Strong stability preserving implicit and implicit-explicit second derivative general linear methods with RK stability
• High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties
• A consistent and stable approach to generalized sampling
• Strong stability preserving integrating factor Runge-Kutta methods
• Downwinding for preserving strong stability in explicit integrating factor Runge-Kutta methods
• Strong-stability-preserving additive linear multistep methods
• Unconditionally strong stability preserving extensions of the TR-BDF2 method
• Strong stability preserving integrating factor two-step Runge-Kutta methods
• Optimal monotonicity-preserving perturbations of a given Runge-Kutta method

This page was built for publication: Step sizes for strong stability preservation with downwind-biased operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3097474)