Strong stability preserving explicit Runge-Kutta methods of maximal effective order

DOI10.1137/120884201MaRDI QIDQ2855102zbMATH OpenOpenAlexFDO

Authors Yiannis Hadjimichael, Colin B. Macdonald, David I. Ketcheson, James H. Verner

Publication date 24 October 2013

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

Full work available at URL https://arxiv.org/abs/1207.2902

zbMATH Keywords

effective order of accuracyhigh-order accuracymethod of linesmonotonicitynumerical experimentsRunge-Kutta methodsstarting and stopping methodsstrong stability preserving time discretizationstime integrationTVD discretization

Mathematics Subject Classification ID

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

Abstract: We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order conditions, but yield higher order accuracy when composed with special starting and stopping methods. We show that this allows the construction of four-stage SSP methods with effective order four (such methods cannot have classical order four). However, we also prove that effective order five methods - like classical order five methods - require the use of non-positive weights and so cannot be SSP. By numerical optimization, we construct explicit SSP Runge-Kutta methods up to effective order four and establish the optimality of many of them. Numerical experiments demonstrate the validity of these methods in practice.

Review text

The authors use the theory of strong stability preserving (SSP) time discretizations with Butcher's algebraic interpretation of order to construct explicit SSP Runge-Kutta schemes with an effective order of accuracy. These methods, when accompanied by starting and stopping methods, attain an order of accuracy higher than their (classical) order. The authors propose a new choice of starting and stopping methods to allow the overall procedure to be SSP. Moreover, they prove that explicit Runge-Kutta methods with strictly positive weights have at most effective order four. Numerical experiments demonstrate the validity of these methods in practice.

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