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arXiv · 1410.0201

High-Order Implicit Time-Marching Methods Based on Generalized Summation-By-Parts Operators

Pieter D. Boom·David W. Zingg
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Abstract

This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and L-stability, as well as superconvergence of integral functionals when integrated with the quadrature associated with the discretization. This also implies that the solution approximated at the end of each time step is superconvergent. In addition GSBP time-marching methods constructed with a diagonal norm are BN-stable. This article also formalizes the connection between FD-SBP/GSBP time-marching methods and implicit Runge-Kutta methods. Through this connection, the minimum accuracy of the solution approximated at the end of a time step is extended for nonlinear problems. It is also exploited to derive conditions under which nonlinearly stable GSBP time-marching methods can be constructed. The GSBP approach to time marching can simplify the construction of high-order fully-implicit Runge-Kutta methods with a particular set of properties favourable for stiff initial value problems, such as L-stability. It can facilitate the analysis of fully discrete approximations to PDEs and is amenable to to multi-dimensional spcae-time discretizations, in which case the explicit connection to Runge-Kutta methods is often lost. A few examples of known and novel Runge-Kutta methods associated with GSBP operators are presented. The novel methods, all of which are L-stable and BN-stable, include a four-stage seventh-order fully-implicit method, a three-stage third-order diagonally-implicit method, and a fourth-order four-stage diagonally-implicit method. The relative efficiency of the schemes is investigated and compared with a few popular non-GSBP Runge-Kutta methods.

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BibTeXRIS

Pieter D. Boom, David W. Zingg. 2016-01-25. High-Order Implicit Time-Marching Methods Based on Generalized Summation-By-Parts Operators. https://doi.org/10.1137/15m1014917

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