Communications on Applied Mathematics and Computation ›› 2019, Vol. 1 ›› Issue (1): 21-59.doi: 10.1007/s42967-019-0001-3

• ORIGINAL PAPERS • 上一篇    下一篇

A Strong Stability Preserving Analysis for Explicit Multistage Two-Derivative Time-Stepping Schemes Based on Taylor Series Conditions

Zachary Grant1, Sigal Gottlieb2, David C. Seal3   

  1. 1. Department of Computational and Applied Mathematics, Oak Ridge National Laboratory, Oak Ridge, USA;
    2. Department of Mathematics, University of Massachusetts Dartmouth, Dartmouth, USA;
    3. Department of Mathematics, U. S. Naval Academy, Annapolis, USA
  • 收稿日期:2018-04-27 修回日期:2018-09-26 出版日期:2019-03-20 发布日期:2019-05-11
  • 通讯作者: Zachary Grant E-mail:grantzj@ornl.gov

A Strong Stability Preserving Analysis for Explicit Multistage Two-Derivative Time-Stepping Schemes Based on Taylor Series Conditions

Zachary Grant1, Sigal Gottlieb2, David C. Seal3   

  1. 1. Department of Computational and Applied Mathematics, Oak Ridge National Laboratory, Oak Ridge, USA;
    2. Department of Mathematics, University of Massachusetts Dartmouth, Dartmouth, USA;
    3. Department of Mathematics, U. S. Naval Academy, Annapolis, USA
  • Received:2018-04-27 Revised:2018-09-26 Online:2019-03-20 Published:2019-05-11
  • Contact: Zachary Grant E-mail:grantzj@ornl.gov

摘要: High-order strong stability preserving (SSP) time discretizations are often needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of hyperbolic PDEs. Multi-derivative time-stepping methods have recently been increasingly used for evolving hyperbolic PDEs, and the strong stability properties of these methods are of interest. In our prior work we explored time discretizations that preserve the strong stability properties of spatial discretizations coupled with forward Euler and a second-derivative formulation. However, many spatial discretizations do not satisfy strong stability properties when coupled with this second-derivative formulation, but rather with a more natural Taylor series formulation. In this work we demonstrate sufcient conditions for an explicit two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and Taylor series formulation. We call these strong stability preserving Taylor series (SSP-TS) methods. We also prove that the maximal order of SSP-TS methods is p=6, and defne an optimization procedure that allows us to fnd such SSP methods. Several types of these methods are presented and their efciency compared. Finally, these methods are tested on several PDEs to demonstrate the beneft of SSP-TS methods, the need for the SSP property, and the sharpness of the SSP time-step in many cases.

关键词: Strong stability preserving, Taylor series, Hyperbolic conservation laws, Two derivative Runge Kutta

Abstract: High-order strong stability preserving (SSP) time discretizations are often needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of hyperbolic PDEs. Multi-derivative time-stepping methods have recently been increasingly used for evolving hyperbolic PDEs, and the strong stability properties of these methods are of interest. In our prior work we explored time discretizations that preserve the strong stability properties of spatial discretizations coupled with forward Euler and a second-derivative formulation. However, many spatial discretizations do not satisfy strong stability properties when coupled with this second-derivative formulation, but rather with a more natural Taylor series formulation. In this work we demonstrate sufcient conditions for an explicit two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and Taylor series formulation. We call these strong stability preserving Taylor series (SSP-TS) methods. We also prove that the maximal order of SSP-TS methods is p=6, and defne an optimization procedure that allows us to fnd such SSP methods. Several types of these methods are presented and their efciency compared. Finally, these methods are tested on several PDEs to demonstrate the beneft of SSP-TS methods, the need for the SSP property, and the sharpness of the SSP time-step in many cases.

Key words: Strong stability preserving, Taylor series, Hyperbolic conservation laws, Two derivative Runge Kutta

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