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Stiff equations

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Full-Text Articles in Physical Sciences and Mathematics

Runge–Kutta–Gegenbauer Explicit Methods For Advection-Diffusion Problems, Stephen O'Sullivan Jul 2019

Runge–Kutta–Gegenbauer Explicit Methods For Advection-Diffusion Problems, Stephen O'Sullivan

Articles

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial degree, and in the imaginary direction as an increasing function of Gegenbauer parameter. Consequently, the polynomials are naturally suited to the construction of high order stabilized Runge-Kutta (SRK) explicit methods for systems of PDEs of mixed hyperbolic-parabolic type.

We present SRK methods composed of L ordered forward Euler stages, with complex-valued stepsizes derived from the roots of RKG stability polynomials of degree $L$. Internal stability …


Factorized Runge-Kutta-Chebyshev Methods, Stephen O'Sullivan Jan 2016

Factorized Runge-Kutta-Chebyshev Methods, Stephen O'Sullivan

Conference papers

The second-order extended stability Factorized Runge-Kutta-Chebyshev (FRKC2) class of explicit schemes for the integration of large systems of PDEs with diffusive terms is presented. FRKC2 schemes are straightforward to implement through ordered sequences of forward Euler steps with complex stepsizes, and easily parallelised for large scale problems on distributed architectures.

Preserving 7 digits for accuracy at 16 digit precision, the schemes are theoretically capable of maintaining internal stability at acceleration factors in excess of 6000 with respect to standard explicit Runge-Kutta methods. The stability domains have approximately the same extents as those of RKC schemes, and are a third longer …


A Class Of High-Order Runge-Kutta-Chebyshev Stability Polynomials, Stephen O'Sullivan Jan 2015

A Class Of High-Order Runge-Kutta-Chebyshev Stability Polynomials, Stephen O'Sullivan

Articles

The analytic form of a new class of factorized Runge-Kutta-Chebyshev (FRKC) stability polynomials of arbitrary order N is presented. Roots of FRKC stability polynomials of degree L = MN are used to construct explicit schemes comprising L forward Euler stages with internal stability ensured through a sequencing algorithm which limits the internal amplification factors to ~ L2. The associated stability domain scales as M2 along the real axis. Marginally stable real-valued points on the interior of the stability domain are removed via a prescribed damping procedure. By construction, FRKC schemes meet all linear order conditions; for nonlinear …