Runge–Kutta methods and viscous wave equations

We study the numerical time integration of a class of viscous wave equations by means of Runge–Kutta methods. The viscous wave equation is an extension of the standard second-order wave equation including advection–diffusion terms differentiated in time. The viscous wave equation can be very stiff so that for time integration traditional explicit methods are no longer efficient. A-Stable Runge–Kutta methods are then very good candidates for time integration, in particular diagonally implicit ones. Special attention is paid to the question how the A-Stability property can be translated to this non-standard class of viscous wave equations.

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

[2]  Kevin Burrage,et al.  Efficiently Implementable Algebraically Stable Runge–Kutta Methods , 1982 .

[3]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[4]  E. Hairer,et al.  Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems , 1993 .

[5]  Michael J Buckingham Causality, Stokes' wave equation, and acoustic pulse propagation in a viscous fluid. , 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.

[6]  H. Stetter Analysis of Discretization Methods for Ordinary Differential Equations , 1973 .

[7]  G. Dahlquist A special stability problem for linear multistep methods , 1963 .

[8]  Ernst Hairer,et al.  Highest possible order of algebraically stable diagonally implicit runge-kutta methods , 1980 .

[9]  John C. Butcher,et al.  A stability property of implicit Runge-Kutta methods , 1975 .

[10]  Gene H. Golub,et al.  Matrix computations , 1983 .

[11]  Jun Zhang,et al.  Iterative solution and finite difference approximations to 3D microscale heat transport equation , 2001 .

[12]  J. Butcher The Numerical Analysis of Ordinary Di erential Equa-tions , 1986 .

[13]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[14]  Jan G. Verwer,et al.  On stabilized integration for time-dependent PDEs , 2006, J. Comput. Phys..

[15]  Gene H. Golub,et al.  Matrix computations (3rd ed.) , 1996 .

[16]  Isaías Alonso-Mallo,et al.  Spectral/Rosenbrock discretizations without order reduction for linear parabolic problems , 2002 .

[17]  Valeriu Savcenco,et al.  Construction of high-order multirate Rosenbrock methods for stiff ODEs , 2007 .

[18]  K. Burrage,et al.  Stability Criteria for Implicit Runge–Kutta Methods , 1979 .

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

[20]  J. Verwer,et al.  Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations , 1984 .

[21]  M. Crouzeix Sur laB-stabilité des méthodes de Runge-Kutta , 1979 .

[22]  J. Neumann,et al.  Eine Spektraltheorie für allgemeine Operatoren eines unitären Raumes. Erhard Schmidt zum 75. Geburtstag in Verehrung gewidmet , 1950 .

[23]  Viktor P. Maslov,et al.  Nonlinear Wave Equations Perturbed by Viscous Terms , 2000 .

[24]  J. Kraaijevanger,et al.  Absolute monotonicity of polynomials occurring in the numerical solution of initial value problems , 1986 .

[25]  J. Brandts [Review of: W. Hundsdorfer, J.G. Verwer (2003) Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations] , 2006 .

[26]  L. Shampine,et al.  Numerical Solution of Ordinary Differential Equations. , 1995 .