Steady State and Sign Preserving Semi-Implicit Runge-Kutta Methods for ODEs with Stiff Damping Term

نویسندگان

  • Alina Chertock
  • Shumo Cui
  • Alexander Kurganov
  • Tong Wu
چکیده

In this paper, we develop a family of second-order semi-implicit time integration methods for systems of ordinary differential equations (ODEs) with stiff damping term. The important feature of the new methods resides in the fact that they are capable of exactly preserving the steady states as well as maintaining the sign of the computed solution under the time step restriction determined by the nonstiff part of the system only. The new semi-implicit methods are based on the modification of explicit strong stability preserving Runge–Kutta (SSP-RK) methods and are proven to have a formal second order of accuracy, A(α)-stability, and stiff decay. We illustrate the performance of the proposed SSP-RK based semi-implicit methods on both a scalar ODE example and a system of ODEs arising from the semi-discretization of the shallow water equations with stiff friction term. The obtained numerical results clearly demonstrate that the ability of the introduced ODE solver to exactly preserve equilibria plays an important role in achieving high resolution when a coarse grid is used.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Singly diagonally implicit Runge-Kutta methods with an explicit first stage

The purpose of this paper is to construct methods for solving stiff ODEs, in particular singular perturbation problems. We consider embedded pairs of singly diagonally implicit Runge-Kutta methods with an explicit first stage (ESDIRKs). Stiffly accurate pairs of order 3/2, 4/3 and 5/4 are constructed. AMS Subject Classification: 65L05

متن کامل

Variable Step-size Selection Methods for Implicit Integration Schemes for Odes

Implicit integration schemes for ODEs, such as Runge-Kutta and Runge-Kutta-Nyström methods, are widely used in mathematics and engineering to numerically solve ordinary differential equations. Every integration method requires one to choose a step-size, h, for the integration. If h is too large or too small the efficiency of an implicit scheme is relatively low. As every implicit integration sc...

متن کامل

Implicit-explicit Runge-kutta Schemes for Stiff Systems of Differential Equations

We present new implicit-explicit (IMEX) Runge Kutta methods suitable for time dependent partial differential systems which contain stiff and non stiff terms (i.e. convection-diffusion problems, hyperbolic systems with relaxation). Here we restrict to diagonally implicit schemes and emphasize the relation with splitting schemes and asymptotic preserving schemes. Accuracy and stability properties...

متن کامل

Stiffness-tolerant Methods for Transient Analysis of Stiff Markov Chains

-Three methods for numerical transient analysis of Markov chains, the modified Jensen's method (Jensen's method with steady-state detection of the underlying DTMC and computation of Poisson probabilities using the method of Fox and Glynn [1]), a third-order L-stable implicit Runge-Kutta method, and a second-order L-stable method, TR-BDF2, are compared. These methods are evaluated on the basis o...

متن کامل

Semi-Implicit Runge-Kutta Schemes for non-autonomous differential equations in reactive flow computations

This paper is concerned with time-stepping numerical methods for computing stiff semi-discrete systems of ordinary differential equations for transient hypersonic flows with thermo-chemical nonequilibrium. The stiffness of the equations is mainly caused by the viscous flux terms across the boundary layers and by the source terms modeling finite-rate thermo-chemical processes. Implicit methods a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Numerical Analysis

دوره 53  شماره 

صفحات  -

تاریخ انتشار 2015