Avoiding the order reduction of Runge-Kutta methods for linear initial boundary value problems

Calvo, M.; Palencia, C.

doi:10.1090/S0025-5718-01-01362-X

Avoiding the order reduction of Runge-Kutta methods for linear initial boundary value problems
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by M. P. Calvo and C. Palencia PDF

Math. Comp. 71 (2002), 1529-1543 Request permission

Abstract:

A new strategy to avoid the order reduction of Runge-Kutta methods when integrating linear, autonomous, nonhomogeneous initial boundary value problems is presented. The solution is decomposed into two parts. One of them can be computed directly in terms of the data and the other satisfies an initial value problem without any order reduction. A numerical illustration is given. This idea applies to practical problems, where spatial discretization is also required, leading to the full order both in space and time.

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