Spatially partitioned embedded Runge-Kutta methods

DOI10.1137/130906258MaRDI QIDQ2870632zbMATH OpenOpenAlexFDO

Authors David I. Ketcheson, Colin B. Macdonald, Steven J. Ruuth

Publication date 21 January 2014

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

Full work available at URL https://arxiv.org/abs/1301.4006

zbMATH Keywords

conservation lawsembedded Runge-Kutta methodsmethod of linesnumerical exampleorder reductionpositivity preservingspatially partitioned methodsstrong stability preserving methodtime-stepping scheme: flux-based partitioning

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient for problems in which the smoothness of the solution or the magnitudes of the PDE coefficients vary strongly in space. We focus on embedded partitioned methods as they offer greater efficiency and avoid the order reduction that may occur in non-embedded schemes. We demonstrate that the lack of conservation in partitioned schemes can lead to non-physical effects and propose conservative additive schemes based on partitioning the fluxes rather than the ordinary differential equations. A variety of SPERK schemes are presented, including an embedded pair suitable for the time evolution of fifth-order weighted non-oscillatory (WENO) spatial discretizations. Numerical experiments are provided to support the theory.

Review text

The paper deals with spatially partitioned embedded Runge-Kutta (SPERK) methods as an appropriate alternative to more traditional schemes in the time integration of the ordinary differential equation (ODE) resulting from a previous space discretization of partial differential equations (PDEs) when the smoothness of their solution or the magnitude of their coefficients vary strongly in space. The attention is focused on embedded pairs, since they offer a better efficiency and avoid the order reduction which is present in other non-embedded schemes.NEWLINENEWLINEWith SPERK integrators, each component method of the overall scheme is applied over different parts of the spatial domain, and this allows, in particular, to use larger time steps. SPERK methods are applied in two different ways. In the first (the equation-based partitioning), the ODE is partitioned, and at each point in space a particular time-stepping scheme is selected. In this case, the order of accuracy is shown to be equal to the minimum of the order of accuracy of the schemes composing the embedded pair, but on the other hand it is not conservative when applied to a scalar conservation law.NEWLINENEWLINEThe second partitioning method operates on fluxes, and is called flux-based partitioning. This has the advantage of being conservative when applied to a conservation law. It is shown that it may suffer from order reduction, although this loss of accuracy is not observed in practice.NEWLINENEWLINEBoth procedures are positivity preserving under a suitable time step restriction when the component schemes are strong stability preserving methods.NEWLINENEWLINESeveral explicit SPERK schemes are designed and numerically illustrated on numerical examples. One of them, in particular, is suitable to be used in the time integration of PDEs, previously discretized in space with fifth-order weighted non-oscillatory techniques.

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• A third order, implicit, finite volume, adaptive Runge-Kutta WENO scheme for advection-diffusion equations
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• Bound-preserving flux limiting for high-order explicit Runge-Kutta time discretizations of hyperbolic conservation laws
• Boundary treatment of linear multistep methods for hyperbolic conservation laws
• A partition of unity approach to adaptivity and limiting in continuous finite element methods
• Conservative multirate multiscale simulation of multiphase flow in heterogeneous porous media
• Generalization of partitioned Runge-Kutta methods for adjoint systems
• A conservative implicit multirate method for hyperbolic problems
• Error analysis of explicit partitioned Runge-Kutta schemes for conservation laws
• Quinpi: integrating conservation laws with CWENO implicit methods
• Setup of order conditions for splitting methods
• A kernel-based embedding method and convergence analysis for surfaces PDEs
• Practical splitting methods for the adaptive integration of nonlinear evolution equations. I: Construction of optimized schemes and pairs of schemes
• Unconditionally strong stability preserving extensions of the TR-BDF2 method
• Embedded paired explicit Runge-Kutta schemes
• Multirate time-integration based on dynamic ODE partitioning through adaptively refined meshes for compressible fluid dynamics
• Quinpi: integrating stiff hyperbolic systems with implicit high order finite volume schemes
• Fourth-order paired-explicit Runge-Kutta methods

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