On stabilized integration for time-dependent PDEs

An integration method is discussed which has been designed to treat parabolic and hyperbolic terms explicitly and stiff reaction terms implicitly. The method is a special two-step form of the one-step IMEX (implicit-explicit) RKC (Runge-Kutta-Chebyshev) method. The special two-step form is introduced with the aim of getting a non-zero imaginary stability boundary which is zero for the one-step method. Having a non-zero imaginary stability boundary allows, for example, the integration of pure advection equations space-discretized with centered schemes, the integration of damped or viscous wave equations, the integration of coupled sound and heat flow equations, etc. For our class of methods it also simplifies the choice of temporal step sizes satisfying the von Neumann stability criterion, by embedding a thin long rectangle inside the stability region. Embedding rectangles or other tractable domains with this purpose is an idea of Wesseling.

[1]  Willem Hundsdorfer,et al.  Convergence properties of the Runge-Kutta-Chebyshev method , 1990 .

[2]  ON MAXWELL'S EQUATIONS IN AN ELECTROMAGNETIC FIELD WITH THE TEMPERATURE EFFECT , 1998 .

[3]  J. Verwer,et al.  Numerical solution of time-dependent advection-diffusion-reaction equations , 2003 .

[4]  P. Wesseling von Neumann stability conditions for the convection-diffusion eqation , 1996 .

[5]  Jim Douglas,et al.  Numerical methods for viscous and nonviscous wave equations , 2007 .

[6]  V. I. Lebedev,et al.  Explicit difference schemes for solving stiff problems with a complex or separable spectrum , 2000 .

[7]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[8]  P. Houwen,et al.  On the Internal Stability of Explicit, m‐Stage Runge‐Kutta Methods for Large m‐Values , 1979 .

[9]  L. Shampine,et al.  RKC: an explicit solver for parabolic PDEs , 1998 .

[10]  G. Marchuk,et al.  Numerical methods and applications , 1995 .

[11]  Lawrence F. Shampine,et al.  IRKC: an IMEX solver for stiff diffusion-reaction PDEs , 2005 .

[12]  Jan G. Verwer,et al.  An Implicit-Explicit Runge-Kutta-Chebyshev Scheme for Diffusion-Reaction Equations , 2004, SIAM J. Sci. Comput..

[13]  B. Chetverushkin,et al.  Kinetically consistent schemes for simulations of viscous gas flows , 2000 .

[14]  S. SIAMJ.,et al.  FOURTH ORDER CHEBYSHEV METHODS WITH RECURRENCE RELATION∗ , 2002 .

[15]  Linda R. Petzold,et al.  Runge-Kutta-Chebyshev projection method , 2006, J. Comput. Phys..

[16]  Assyr Abdulle,et al.  Second order Chebyshev methods based on orthogonal polynomials , 2001, Numerische Mathematik.

[17]  J. Verwer Explicit Runge-Kutta methods for parabolic partial differential equations , 1996 .

[18]  P. Wesseling Principles of Computational Fluid Dynamics , 2000 .

[19]  Willem Hundsdorfer,et al.  RKC time-stepping for advection-diffusion-reaction problems , 2004 .

[20]  R. D. Richtmyer,et al.  Difference methods for initial-value problems , 1959 .

[21]  Jim Douglas,et al.  An Improved Alternating-Direction Method for a Viscous Wave Equation , 2006 .

[22]  Habib N. Najm,et al.  Modeling Low Mach Number Reacting Flow with Detailed Chemistry and Transport , 2005, J. Sci. Comput..