多步Runge-Kutta型TVB时间离散

近年来TVD,TVB和ENO方法出现并得到广泛应用,见[1]—[8].特别,在[6]—[8]中利用线方法和时间离散的结合构造了TVD,TVB和 ENO差分格式.整个构造过程较Harten的工作简化得多,从而开辟了一条构造高精度无振荡差分格式的新途径.他在[6],[8]中讨论了线性多步TVB时间离散,在[7]中又讨论了Runge-Kutta型TVD时间离散,并得到了时间离散在TVD,TVB意义下所应满足的条件.本     

Total Variation Diminishing Implicit Runge-Kutta Methods for Dissipative Advection-Diffusion Problems in Astrophysics

We investigate the properties of dissipative full discretizations for the equations of motion associated with models of flow and radiative transport inside stars. We derive dissipative space discretizations and demonstrate that together with specially adapted total-variation-diminishing (TVD) or strongly stable Runge-Kutta time discretizations with adaptive step-size control this yields reliable and efficient integrators for the underlying high-dimensional nonlinear evolution equations. For the most general problem class, fully implicit SDIRK methods are demonstrated to be competitive when compared to popular explicit Runge-Kutta schemes as the additional effort for the solution of the associated nonlinear equations is compensated by the larger step-sizes admissible for strong stability and dissipativity. For the parameter regime associated with semiconvection we can use partitioned IMEX Runge-Kutta schemes, where the solution of the implicit part can be reduced to the solution of an elliptic problem. This yields a significant gain in performance as compared to either fully implicit or explicit time integrators. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Total variation diminishing Runge-Kutta schemes

In this paper we further explore a class of high order TVD (total variation diminishing) Runge-Kutta time discretization initialized in a paper by Shu and Osher, suitable for solving hyperbolic conservation laws with stable spatial discretizations. We illustrate with numerical examples that non-TVD but linearly stable Runge-Kutta time discretization can generate oscillations even for TVD (total variation diminishing) spatial discretization, verifying the claim that TVD Runge-Kutta methods are important for such applications. We then explore the issue of optimal TVD Runge-Kutta methods for second, third and fourth order, and for low storage Runge-Kutta methods.

     

On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations

This paper continues to study the explicit two-stage fourth-order accurate time discretizations [5-7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are different from the existing methods, e.g. the Euler methods, Runge-Kutta methods, and multistage multiderivative methods etc. We study the absolute stability, the stability interval, and the intersection between the imaginary axis and the absolute stability region. Our results show that our two-stage time discretizations can be fourth-order accurate conditionally, the absolute stability region of the proposed methods with some special choices of the variable weights can be larger than that of the classical explicit fourth- or fifth-order Runge-Kutta method, and the interval of absolute stability can be almost twice as much as the latter. Several numerical experiments are carried out to demonstrate the performance and accuracy as well as the stability of our proposed methods.     

Convergence and order reduction of Runge-Kutta schemes applied to evolutionary problems in partial differential equations

Summary We address the question of convergence of fully discrete Runge-Kutta approximations. We prove that, under certain conditions, the order in time of the fully discrete scheme equals the conventional order of the Runge-Kutta formula being used. However, these conditions, which are necessary for the result to hold, are not natural. As a result, in many problems the order in time will be strictly smaller than the conventional one, a phenomenon called order reduction. This phenomenon is extensively discussed, both analytically and numerically. As distinct from earlier contributions we here treat explicit Runge-Kutta schemes. Although our results are valid for both parabolic and hyperbolic problems, the examples we present are therefore taken from the hyperbolic field, as it is in this area that explicit discretizations are most appealing.     

Non-smooth data error estimates for linearly implicit Runge-Kutta methods

Linearly implicit time discretizations of semilinear parabolicequations with non-smooth initial data are studied. The analysisuses the framework of analytic semigroups which includes reaction-diffusionequations and the incompressible Navier-Stokes equations. Itis shown that the order of convergence on finite time intervalsis essentially one. Applications to the long-term behaviourof linearly implicit Runge-Kutta methods are given.     

Positivity-Preserving Local Discontinuous Galerkin Method for Pattern Formation Dynamical Model in Polymerizing Actin Flocks

In this paper, we apply local discontinuous Galerkin (LDG) methods for pattern formation dynamical model in polymerizing actin flocks. There are two main difficulties in designing effective numerical solvers. First of all, the density function is non-negative, and zero is an unstable equilibrium solution. Therefore, negative density values may yield blow-up solutions. To obtain positive numerical approximations, we apply the positivity-preserving (PP) techniques. Secondly, the model may contain stiff source. The most commonly used time integration for the PP technique is the strong-stability-preserving Runge-Kutta method. However, for problems with stiff source, such time discretizations may require strictly limited time step sizes, leading to large computational cost. Moreover, the stiff source any trigger spurious filament polarization, leading to wrong numerical approximations on coarse meshes. In this paper, we combine the PP LDG methods with the semi-implicit Runge-Kutta methods. Numerical experiments demonstrate that the proposed method can yield accurate numerical approximations with relatively large time steps.     

Geometric Properties of Runge-Kutta Discretizations for Nonautonomous Index 2 Differential Algebraic Systems

We analyze Runge-Kutta discretizations applied to nonautonomous index 2 differential algebraic equations (DAEs) in semi-explicit form. It is shown that for half-explicit and projected Runge-Kutta methods there is an attractive invariant manifold for the discrete system which is close to the invariant manifold of the DAE. The proof combines reduction techniques to autonomou index 2 differential algebraic equations with some invariant manifold results of Schropp [9]. The results support the favourable behavior of these Runge-Kutta methods applied to index 2 DAEs for t = 0.     

A splitting preconditioner for implicit Runge-Kutta discretizations of a partial differential-algebraic equation

In this paper we study efficient iterative methods for solving the system of linear equations arising from the fully implicit Runge-Kutta discretizations of a class of partial differential-algebraic equations. In each step of the time integration, a block two-by-two linear system is obtained and needed to be solved numerically. A preconditioning strategy based on an alternating Kronecker product splitting of the coefficient matrix is proposed to solve such linear systems. Some spectral properties of the preconditioned matrix are established and numerical examples are presented to demonstrate the effectiveness of this approach.     

Numerical properties of high order discrete velocity solutions to the BGK kinetic equation

A high order numerical method for the solution of model kinetic equations is proposed. The new method employs discontinuous Galerkin (DG) discretizations in the spatial and velocity variables and Runge-Kutta discretizations in the temporal variable. The method is implemented for the one-dimensional Bhatnagar-Gross-Krook equation. Convergence of the numerical solution and accuracy of the evaluation of macroparameters are studied for different orders of velocity discretization. Synthetic model problems are proposed and implemented to test accuracy of discretizations in the free molecular regime. The method is applied to the solution of the normal shock wave problem and the one-dimensional heat transfer problem.     

A comparison of Rosenbrock and ESDIRK methods combined with iterative solvers for unsteady compressible flows

In this article, we endeavour to find a fast solver for finite volume discretizations for compressible unsteady viscous flows. Thereby, we concentrate on comparing the efficiency of important classes of time integration schemes, namely time adaptive Rosenbrock, singly diagonally implicit (SDIRK) and explicit first stage singly diagonally implicit Runge-Kutta (ESDIRK) methods. To make the comparison fair, efficient equation system solvers need to be chosen and a smart choice of tolerances is needed. This is determined from the tolerance TOL that steers time adaptivity. For implicit Runge-Kutta methods, the solver is given by preconditioned inexact Jacobian-free Newton-Krylov (JFNK) and for Rosenbrock, it is preconditioned Jacobian-free GMRES. To specify the tolerances in there, we suggest a simple strategy of using TOL/100 that is a good compromise between stability and computational effort. Numerical experiments for different test cases show that the fourth order Rosenbrock method RODASP and the fourth order ESDIRK method ESDIRK4 are best for fine tolerances, with RODASP being the most robust scheme.     

Optimal Convergence Results for Runge-Kutta Discretizations of Linear Nonautonomous Parabolic Problems

We analyze the convergence properties of implicit Runge-Kutta methods for the time-discretization of linear nonautonomous parabolic problems. We work in an abstract Banach space setting that covers standard parabolic initial-boundary value problems with time-dependent smooth coefficients. The Runge-Kutta methods are only assumed to be A()-stable, and variable stepsizes are allowed in the analysis. As the main result, we derive optimal convergence rates for Runge-Kutta discretizations of temporally smooth solutions.     

On variable stepsize Runge-Kutta approximations of a Cauchy problem for the evolution equation

We consider a Cauchy problem for the sectorial evolution equation with generally variable operator in a Banach space. Variable stepsize discretizations of this problem by means of a strongly A(φ)-stable Runge-Kutta method are studied. The stability and error estimates of the discrete solutions are derived for wider families of nonuniform grids than quasiuniform ones (in particular, if the operator in question is constant or Lipschitz-continuous, for arbitrary grids).     

Periodic orbits of delay differential equations under discretization

This paper deals with the long-time behaviour of numerical solutions of delay differential equations that have asymptotically stable periodic orbits. It is shown that Runge-Kutta discretizations of such equations have attractive invariant curves which approximate the periodic orbit with the order of the method. The research by this author has been made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences.     

Runge-Kutta methods in optimal control and the transformed adjoint system

Summary. The convergence rate is determined for Runge-Kutta discretizations of nonlinear control problems. The analysis utilizes a connection between the Kuhn-Tucker multipliers for the discrete problem and the adjoint variables associated with the continuous minimum principle. This connection can also be exploited in numerical solution techniques that require the gradient of the discrete cost function. Received January 11, 1999 / Revised version received October 11, 1999 / Published online July 12, 2000     

Development and Comparison of Numerical Fluxes for LWDG Methods

The discontinuous Galerkin （DO） or local discontinuous Galerkin （LDG） method is a spatial discretization procedure for convection-diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters. The Lax- Wendroff time discretization procedure is an altemative method for time discretization to the popular total variation diminishing （TVD） Runge-Kutta time discretizations. In this paper, we develop fluxes for the method of DG with Lax-Wendroff time discretization procedure （LWDG） based on different numerical fluxes for finite volume or finite difference schemes, including the first-order monotone fluxes such as the Lax-Friedfichs flux, Godunov flux, the Engquist-Osher flux etc. and the second-order TVD fluxes. We systematically investigate the performance of the LWDG methods based on these different numerical fluxes for convection terms with the objective of obtaining better performance by choosing suitable numerical fluxes. The detailed numerical study is mainly performed for the one-dimensional system case, addressing the issues of CPU cost, accuracy, non-oscillatory property, and resolution of discontinuities. Numerical tests are also performed for two dimensional systems.     

Runge-Kutta Discretizations of Singularly Perturbed Gradient Equations

We analyze Runge-Kutta discretizations applied to singularly perturbed gradient systems. It is shown in which sense the discrete dynamics preserve the geometric properties and the longtime behavior of the underlying ordinary differential equation. If the continuous system has an attractive invariant manifold then numerical trajectories started in some neighbourhood (the size of which is independent of the step-size and the stiffness parameter) approach an equilibrium in a nearby manifold. The proof combines invariant manifold techniques developed by Nipp and Stoffer for singularly perturbed systems with some recent results of the second author on the global behavior of discretized gradient systems. The results support the favorable behavior of ODE methods for stiff minimization problems.     

Applications of Rosenbrock-type methods to the p-version of finite elements

In quasistatic solid mechanics the spatial as well as the temporal domain need to be discetized. For the spatial discretization usually elements with linear shape functions are used even though it has been shown that generally the p-version of the finite elemente method yields more effective discretizations, see e.g. [1], [2]. For the temporal discretization diagonal-implicit, see e.g. [4], and especially linear-implicit Runge-Kutta schemes, see e.g. [5], [6], have for smooth problems proven to be superior to the frequently applied Backward-Euler scheme (BE). Thus an approach combining the p-version of the finite element method with linear-implicit Runge-Kutta schemes, so-called Rosenbrock-type methods, is presented. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Time discretizations for Maxwell‐Bloch equations

In this article we derive new time discretizations for the numerical simulation of Maxwell‐Bloch equations. These discretizations decouple the equations, thus leading to improved efficiency. This approach may be combined with the fulfilment of physical properties, such as positiveness properties, which are not accounted for by classical schemes. Our time discretizations are moreover proved to be nonlinearly stable. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 284–300, 2003.     

Numerical simulation of the turbulent boundary layer equations via a Runge-Kutta algorithm

This paper addresses a hybrid computational procedure for the step-by-step calculation of momentum transfer in turbulent boundary layer flows along flat plates. The proposed procedure relies on a modified method of lines wherein transversal discretizations are carried out by a “control volume” being infinitesimal in the streamwise direction and finite in the transversal direction of the fluid flow. Using mixing length theory and coarse intervals in the transversal direction, the resulting system of ordinary differential equations of first order may be readily integrated on a personal computer utilizing a fourth-order Runge-Kutta algorithm. In general, a maximum number of sixteen lines is necessary at the trailing edge of the flat plate for a typical calculation. As a consequence, computing time and storage for each run were very small when compared to other finite-difference methods. Furthermore, to validate the hybrid procedure involving the method of lines and control volumes (MOLCV), comparisons with experimental data have been done in terms of both velocity distributions and local skin friction coefficients. For all cases tested, the proposed methodology predicts the growth of the boundary layer of gases correctly.