NAApr 5, 2016
Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemesWinfried Auzinger, Harald Hofstätter, David Ketcheson et al.
We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.
NAMar 24, 2016
Strong stability preserving explicit linear multistep methods with variable step sizeYiannis Hadjimichael, David Ketcheson, Lajos Lóczi et al.
Strong stability preserving (SSP) methods are designed primarily for time integration of nonlinear hyperbolic PDEs, for which the permissible SSP step size varies from one step to the next. We develop the first SSP linear multistep methods (of order two and three) with variable step size, and prove their optimality, stability, and convergence. The choice of step size for multistep SSP methods is an interesting problem because the allowable step size depends on the SSP coefficient, which in turn depends on the chosen step sizes. The description of the methods includes an optimal step-size strategy. We prove sharp upper bounds on the allowable step size for explicit SSP linear multistep methods and show the existence of methods with arbitrarily high order of accuracy. The effectiveness of the methods is demonstrated through numerical examples.
NAApr 6, 2016
Existence and optimality of strong stability preserving linear multistep methods: a duality-based approachAdrián Németh, David Ketcheson
We prove the existence of explicit linear multistep methods of any order with positive coefficients. Our approach is based on formulating a linear programming problem and establishing infeasibility of the dual problem. This yields a number of other theoretical advances.