A recursive system-free single-step temporal discretization method for finite difference methods
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Publication:6184055
DOI10.1016/J.JCPX.2021.100098arXiv2103.00414OpenAlexW3182035973MaRDI QIDQ6184055FDOQ6184055
Authors: Youngjun Lee, Dong-Wook Lee, Adam Reyes
Publication date: 5 January 2024
Published in: Journal of Computational Physics: X (Search for Journal in Brave)
Abstract: Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much success in developing such methods for finite volume method (FVM) discretizations of PDEs. The Picard Integral formulation (PIF) has recently made such single-stage temporal methods accessible for finite difference method (FDM) discretizations. PIF methods rely on the so-called Lax-Wendroff procedures to tightly couple spatial and temporal derivatives through the governing PDE system to construct high-order Taylor series expansions in time. Going to higher than third order in time requires the calculation of Jacobian-like derivative tensor-vector contractions of an increasingly larger degree, greatly adding to the complexity of such schemes. To that end, we present in this paper a method for calculating these tensor contractions through a recursive application of a discrete Jacobian operator that readily and efficiently computes the needed contractions entirely agnostic of the system of partial differential equations (PDEs) being solved.
Full work available at URL: https://arxiv.org/abs/2103.00414
finite difference methodhigh-order methodCauchy-Kowalewski procedurerecursivePicard integration formulationJacobian-free and Hessian-free
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