Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Mobile Device Pairing
Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(e) ISSN 0025-5718(p)

     

Global optimization of explicit strong-stability-preserving Runge-Kutta methods


Author: Steven J. Ruuth
Journal: Math. Comp. 75 (2006), 183-207
MSC (2000): Primary 65L06, 65M20
Posted: September 16, 2005
MathSciNet review: 2176394
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: Strong-stability-preserving Runge-Kutta (SSPRK) methods are a type of time discretization method that are widely used, especially for the time evolution of hyperbolic partial differential equations (PDEs). Under a suitable stepsize restriction, these methods share a desirable nonlinear stability property with the underlying PDE; e.g., positivity or stability with respect to total variation. This is of particular interest when the solution exhibits shock-like or other nonsmooth behaviour. A variety of optimality results have been proven for simple SSPRK methods. However, the scope of these results has been limited to low-order methods due to the detailed nature of the proofs. In this article, global optimization software, BARON, is applied to an appropriate mathematical formulation to obtain optimality results for general explicit SSPRK methods up to fifth-order and explicit low-storage SSPRK methods up to fourth-order. Throughout, our studies allow for the possibility of negative coefficients which correspond to downwind-biased spatial discretizations. Guarantees of optimality are obtained for a variety of third- and fourth-order schemes. Where optimality is impractical to guarantee (specifically, for fifth-order methods and certain low-storage methods), extensive numerical optimizations are carried out to derive numerically optimal schemes. As a part of these studies, several new schemes arise which have theoretically improved time-stepping restrictions over schemes appearing in the recent literature.


References

  • 1. A. Brooke, D. Kendrick, A. Meeraus, and R. Raman, Gams-a users guide, GAMS Development Corporation, Washington, 1998.
  • 2. Gams-the solver manuals, GAMS Development Corporation, Washington, 2001.
  • 3. L. Ferracina and M. N. Spijker, An extension and analysis of the Shu-Osher representation of Runge-Kutta methods, Math. Comp. 74 (2005), 201-219. MR 2085408
  • 4. -, Stepsize restrictions for the total-variation-diminishing property in general Runge-Kutta methods, SIAM J. Numer. Anal. 42 (2004), no. 3, 1073-1093.MR 2113676
  • 5. S. Gottlieb and L. J. Gottlieb, Strong stability preserving properties of Runge-Kutta time discretization methods for linear constant coefficient operators, J. Scientific Computation 18 (2003), no. 1, 83-109. MR 1958936 (2003m:65161)
  • 6. P. E. Gill, W. Murray, and M. H. Wright, Practical optimization, Academic Press, San Diego, 1981. MR 0634376 (83d:65195)
  • 7. S. Gottlieb and C.-W. Shu, Total variation diminishing Runge-Kutta schemes, Math. Comput. 67 (1998), no. 221, 73-85. MR 1443118 (98c:65122)
  • 8. S. Gottlieb, C.-W. Shu, and E. Tadmor, Strong-stability-preserving high-order time discretization methods, SIAM Review 43 (2001), no. 1, 89-112. MR 1854647 (2002f:65132)
  • 9. I. Higueras, Representations of Runge-Kutta methods and strong stability preserving methods, Technical Report No. 2, Departamento de Matematica e Informatica, Universidad Publica de Navarra, 2003.
  • 10. -, On strong stability preserving time discretization methods, J. Scientific Computation 21 (2004), no. 2, 193-223. MR 2069949 (2005d:65112)
  • 11. W. Hundsdorfer, S. J. Ruuth, and R. J. Spiteri, Monotonicity-preserving linear multistep methods, SIAM J. Numer. Anal. 41 (2003), no. 2, 605-623.MR 2004190 (2004g:65093)
  • 12. R. Horst and H. Tuy, Global optimization: Deterministic approaches, third ed., Springer Verlag, Berlin, 1996. MR 1274246 (94m:90004)
  • 13. C. A. Kennedy, M. H. Carpenter, and R. M. Lewis, Low-storage, explicit Runge-Kutta schemes for the compressible Navier-Stokes equations, Appl. Numer. Math. 35 (2000), no. 3, 177-219. MR 1793508 (2001k:65111)
  • 14. J. F. B. M. Kraaijevanger, Absolute monotonicity of polynomials occurring in the numerical solution of initial value problems, Numer. Math. 48 (1986), 303-322. MR 0826471 (87c:65084)
  • 15. J.F.B.M. Kraaijevanger, Contractivity of Runge-Kutta methods, BIT 31 (1991), 482-528. MR 1127488 (92i:65120)
  • 16. C. B. Macdonald, High-order embedded Runge-Kutta pairs for the time evolution of hyperbolic conservation laws, Master's thesis, Simon Fraser University, Burnaby, BC, Canada, 2003.
  • 17. B. A. Murtagh and M. A. Saunders, MINOS 5.1 User's Guide, Report SOL 83-20R, Department of Operations Research, Stanford University, 1987.
  • 18. S. J. Ruuth and W. Hundsdorfer, High-order linear multistep methods with general monotonicity and boundedness properties, J. Comput. Phys. 209 (2005), no. 1, 226-248. MR 2145787
  • 19. S. J. Ruuth and R. J. Spiteri, Two barriers on strong-stability-preserving time discretization methods, J. Scientific Computation 17 (2002), no. 4, 211-220. MR 1910562
  • 20. Steven J. Ruuth and Raymond J. Spiteri, High-order strong-stability-preserving Runge-Kutta methods with downwind-biased spatial discretizations, SIAM J. Numer. Anal. 42 (2004), no. 3, 974-996.MR 2112790
  • 21. Chi-Wang Shu, Total-variation-diminishing time discretizations, SIAM J. Sci. Statist. Comput. 9 (1988), no. 6, 1073-1084. MR 0963855 (90a:65196)
  • 22. Chi-Wang Shu and Stanley Osher, Efficient implementation of essentially nonoscillatory shock-capturing schemes, J. Comput. Phys. 77 (1988), no. 2, 439-471. MR 0954915 (89g:65113)
  • 23. M. N. Spijker, Contractivity in the numerical solution of initial value problems, Numer. Math. 42 (1983), 271-290. MR 0723625 (85b:65067)
  • 24. Raymond J. Spiteri and Steven J. Ruuth, A new class of optimal high-order strong-stability-preserving time-stepping schemes, SIAM J. Numer. Anal. 40 (2002), no. 2, 469-491. MR 1921666 (2003g:65083)
  • 25. -, Nonlinear evolution using optimal fourth-order strong-stability-preserving Runge-Kutta methods, Mathematics and Computers in Simulation 62 (2003), nos. 1-2, 125-135, Special issue on ``Nonlinear Waves: Computation and Theory II''. MR 1983581
  • 26. N. V. Sahinidis and M. Tawarmalani, GAMS The Solver Manuals, GAMS Development Corporation, Washington, 2004, pp. 9-20.
  • 27. M. Tawarmalani, S. Ahmed, and N. V. Sahinidis, Product disaggregation in global optimization and relaxations of rational programs, Optimization and Engineering 3 (2002), 281-303. MR 1955959 (2003k:90051)
  • 28. M. Tawarmalani and N. V. Sahinidis, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications, Nonconvex Optimization and Its Applications, vol. 65, Kluwer Academic Publishers, Dordrecht, 2002. MR 1961018 (2004a:90001)
  • 29. M. Tawarmalani and N. V. Sahinidis, Global optimization of mixed-integer nonlinear programs: A theoretical and computational study, Mathematical Programming 99 (2004), 563-591. MR 2051712 (2004m:90096)
  • 30. P.J. van der Houwen, Explicit Runge-Kutta formulas with increased stability boundaries, Numer. Math. 20 (1972), no. 2, 149-164. MR 0317547 (47:6094)
  • 31. -, Construction of integration formulas for initial value problems, North-Holland, Amsterdam, 1977. MR 0519726 (58:24960)
  • 32. J. H. Williamson, Low-storage Runge-Kutta schemes, J. Comput. Phys. 35 (1980), no. 1, 48-56. MR 81a:65070 MR 0566473 (81a:65070)
  • 33. A.A. Wray, Minimal storage time advancement schemes for spectral methods, Tech. report, NASA Ames Research Center, Moffett Field, CA, 1986.

Similar Articles

Retrieve articles in Mathematics of Computation with MSC (2000): 65L06, 65M20

Retrieve articles in all journals with MSC (2000): 65L06, 65M20


Additional Information

Steven J. Ruuth
Affiliation: Department of Mathematics and Statistics, Simon Fraser University, Burnaby, British Columbia, Canada V5A 1S6
Email: sruuth@sfu.ca

DOI: http://dx.doi.org/10.1090/S0025-5718-05-01772-2
PII: S 0025-5718(05)01772-2
Keywords: Strong-stability-preserving, total-variation-diminishing, Runge-Kutta methods, high-order accuracy, time discretization, downwinding, low-storage.
Received by editor(s): July 2, 2003
Received by editor(s) in revised form: August 31, 2004
Posted: September 16, 2005
Additional Notes: This work was partially supported by a grant from NSERC Canada.
Article copyright: © Copyright 2005 American Mathematical Society




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia