Stiffly accurate Runge-Kutta methods for nonlinear evolution problems governed by a monotone operator
نویسندگان
چکیده
Stiffly accurate implicit Runge–Kutta methods are studied for the time discretisation of nonlinear first-order evolution equations. The equation is supposed to be governed by a time-dependent hemicontinuous operator that is (up to a shift) monotone and coercive, and fulfills a certain growth condition. It is proven that the piecewise constant as well as the piecewise linear interpolant of the time-discrete solution converges towards the exact weak solution, provided the Runge–Kutta method is consistent and satisfies a stability criterion that implies algebraic stability; examples are the Radau IIA and Lobatto IIIC methods. The convergence analysis is also extended to problems involving a strongly continuous perturbation of the monotone main part.
منابع مشابه
Full Discretisations for Nonlinear Evolutionary Inequalities Based on Stiffly Accurate Runge–Kutta and hp-Finite Element Methods
The convergence of full discretisations by implicit Runge-Kutta and nonconforming Galerkin methods applied to nonlinear evolutionary inequalities is studied. The scope of applications includes differential inclusions governed by a nonlinear operator that is monotone and fulfills a certain growth condition. A basic assumption on the considered class of stiffly accurate Runge-Kutta time discretis...
متن کاملAsymptotic Preserving Time–Discretization of Optimal Control Problems for the Goldstein–Taylor Model
We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein–Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit–explicit Run...
متن کاملSingly 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 کاملConstruction of stiffly accurate Two–Step Runge–Kutta Methods of order three and their continuous extensions using Nordsieck representation
We describe a construction of implicit two–step Runge–Kutta methods for ordinary differential equations in Nordsieck form and their continuous extensions. This representation allows accurate and reliable estimation of the local discretization errors and the application to differential equations with delays. Two stiffly accurate methods of order three with quadratic interpolants are derived, one...
متن کاملNumerical homogenization methods for parabolic monotone problems
In this paper we review various numerical homogenization methods for monotone parabolic problems with multiple scales. The spatial discretisation is based on finite element methods and the multiscale strategy relies on the heterogeneous multiscale method. The time discretization is performed by several classes of Runge-Kutta methods (strongly A−stable or explicit stabilized methods). We discuss...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Comput.
دوره 79 شماره
صفحات -
تاریخ انتشار 2010