Strong Stability for Runge–Kutta Schemes on a Class of Nonlinear Problems

In this paper we consider Strong Stability Preserving (SSP) properties for explicit Runge–Kutta (RK) methods applied to a class of nonlinear ordinary differential equations. We define new modified threshold factors that allow us to prove properties, provided that they hold for explicit Euler steps. For many methods, the stepsize restrictions obtained are sharper than the ones obtained in terms of the Kraaijevanger’s coefficient in the SSP theory. In particular, for the classical 4-stage fourth order method we get nontrivial stepsize restrictions. Furthermore, the order barrier $$p\le 4$$p≤4 for explicit SSP RK methods is not obtained. An open question is the existence of explicit RK schemes with order $$p\ge 5$$p≥5 and nontrivial modified threshold factor. The numerical experiments done illustrate the results obtained.

[1]  Z. Horváth,et al.  Positivity of Runge-Kutta and diagonally split Runge-Kutta methods , 1998 .

[2]  J. Kraaijevanger Contractivity of Runge-Kutta methods , 1991 .

[3]  Willem Hundsdorfer,et al.  Boundedness and strong stability of Runge-Kutta methods , 2011, Math. Comput..

[4]  Chi-Wang Shu,et al.  High Order Strong Stability Preserving Time Discretizations , 2009, J. Sci. Comput..

[5]  Rong Wang,et al.  Linear Instability of the Fifth-Order WENO Method , 2007, SIAM J. Numer. Anal..

[6]  S. Osher,et al.  Efficient implementation of essentially non-oscillatory shock-capturing schemes,II , 1989 .

[7]  Ricardo G. Durán,et al.  An Adaptive Time Step Procedure for a Parabolic Problem with Blow-up , 2002, Computing.

[8]  Steven J. Ruuth Global optimization of explicit strong-stability-preserving Runge-Kutta methods , 2005, Math. Comput..

[9]  Steven J. Ruuth,et al.  A New Class of Optimal High-Order Strong-Stability-Preserving Time Discretization Methods , 2002, SIAM J. Numer. Anal..

[10]  M. N. Spijker Stepsize restrictions for stability of one-step methods in the numerical solution of initial value problems , 1985 .

[11]  M. N. Spijker,et al.  Stepsize Restrictions for the Total-Variation-Diminishing Property in General Runge-Kutta Methods , 2004, SIAM J. Numer. Anal..

[12]  Inmaculada Higueras,et al.  Representations of Runge-Kutta Methods and Strong Stability Preserving Methods , 2005, SIAM J. Numer. Anal..

[13]  Inmaculada Higueras,et al.  Strong Stability for Additive Runge-Kutta Methods , 2006, SIAM J. Numer. Anal..

[14]  Chi-Wang Shu Total-variation-diminishing time discretizations , 1988 .

[15]  David I. Ketcheson,et al.  Highly Efficient Strong Stability-Preserving Runge-Kutta Methods with Low-Storage Implementations , 2008, SIAM J. Sci. Comput..

[16]  Steven J. Ruuth,et al.  Non-linear evolution using optimal fourth-order strong-stability-preserving Runge-Kutta methods , 2003, Math. Comput. Simul..

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

[18]  Steven J. Ruuth,et al.  Two Barriers on Strong-Stability-Preserving Time Discretization Methods , 2002, J. Sci. Comput..

[19]  M. N. Spijker Stepsize Conditions for General Monotonicity in Numerical Initial Value Problems , 2007, SIAM J. Numer. Anal..

[20]  M. Mehdizadeh Khalsaraei,et al.  An improvement on the positivity results for 2-stage explicit Runge-Kutta methods , 2010, J. Comput. Appl. Math..

[21]  M. N. Spijker,et al.  An extension and analysis of the Shu-Osher representation of Runge-Kutta methods , 2004, Math. Comput..

[22]  Colin B. Macdonald,et al.  Optimal implicit strong stability preserving Runge--Kutta methods , 2009 .

[23]  M. N. Spijker Contractivity in the numerical solution of initial value problems , 1983 .

[24]  Chi-Wang Shu,et al.  Total variation diminishing Runge-Kutta schemes , 1998, Math. Comput..

[25]  J. Verwer,et al.  A positive finite-difference advection scheme , 1995 .

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

[27]  Z. Horváth,et al.  On the positivity step size threshold of Runge-Kutta methods , 2005 .