Strong Stability Preserving Integrating Factor Two-Step Runge-Kutta Methods
- Univ. of Massachusetts, Dartmouth, MA (United States)
- Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
In this report, problems with components that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, when nonlinear non-inner-product stability properties are of interest, such as in the evolution of hyperbolic partial differential equations with shocks or sharp gradients, linear inner-product stability is no longer sufficient for convergence, and so strong stability preserving (SSP) methods are often needed. Where the SSP property is needed, IMEX SSP Runge-Kutta (SSP-IMEX) methods have very restrictive time-steps. An alternative to SSP-IMEX schemes is to adopt an integrating factor approach to handle the linear component exactly and step the transformed problem forward using some time-evolution method. The strong stability properties of integrating factor Runge-Kutta methods were established in Isherwood et al. (SIAM J Numer Anal 56(6):3276–3307, 2018), where it was shown that it is possible to define explicit integrating factor Runge-Kutta methods that preserve strong stability properties satisfied by each of the two components when coupled with forward Euler time-stepping. It was proved that the solution will be SSP if the transformed problem is stepped forward with an explicit SSP Runge-Kutta method that has non-decreasing abscissas. However, explicit SSP Runge-Kutta methods have an order barrier of p=4, and sometimes higher order is desired. In this work we consider explicit SSP two-step Runge-Kutta integrating factor methods to raise the order. We show that strong stability is ensured if the two-step Runge-Kutta method used to evolve the transformed problem is SSP and has non-decreasing abscissas. We find such methods up to eighth order and present their SSP coefficients. Adding a step allows us to break the fourth order barrier on explicit SSP Runge-Kutta methods; furthermore, our explicit SSP two-step Runge-Kutta methods with non-decreasing abscissas typically have larger SSP coefficients than the corresponding one-step methods. A selection of our methods are tested for convergence and demonstrate the design order. We also show, for selected methods, that the SSP time-step predicted by the theory is a lower bound of the allowable time-step for linear and nonlinear problems that satisfy the total variation diminishing (TVD) condition. We compare some of the non-decreasing abscissa SSP two-step Runge-Kutta methods to previously found methods that do not satisfy this criterion on linear and nonlinear TVD test cases to show that this non-decreasing abscissa condition is indeed necessary in practice as well as theory. We also compare these results to our SSP integrating factor Runge-Kutta methods designed in Isherwood et al. (2018).
- Research Organization:
- Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)
- Sponsoring Organization:
- USDOE; USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); Air Force Office of Scientific Research (AFOSR); Defense University Research Instrumentation Program (DURIP)
- Grant/Contract Number:
- AC05-00OR22725
- OSTI ID:
- 1844913
- Journal Information:
- Journal of Scientific Computing, Journal Name: Journal of Scientific Computing Journal Issue: 3 Vol. 81; ISSN 0885-7474
- Publisher:
- SpringerCopyright Statement
- Country of Publication:
- United States
- Language:
- English
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