scholarly journals Krylov SSP Integrating Factor Runge–Kutta WENO Methods

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1483
Author(s):  
Shanqin Chen

Weighted essentially non-oscillatory (WENO) methods are especially efficient for numerically solving nonlinear hyperbolic equations. In order to achieve strong stability and large time-steps, strong stability preserving (SSP) integrating factor (IF) methods were designed in the literature, but the methods there were only for one-dimensional (1D) problems that have a stiff linear component and a non-stiff nonlinear component. In this paper, we extend WENO methods with large time-stepping SSP integrating factor Runge–Kutta time discretization to solve general nonlinear two-dimensional (2D) problems by a splitting method. How to evaluate the matrix exponential operator efficiently is a tremendous challenge when we apply IF temporal discretization for PDEs on high spatial dimensions. In this work, the matrix exponential computation is approximated through the Krylov subspace projection method. Numerical examples are shown to demonstrate the accuracy and large time-step size of the present method.

2019 ◽  
Vol 81 (3) ◽  
pp. 1446-1471 ◽  
Author(s):  
Leah Isherwood ◽  
Zachary J. Grant ◽  
Sigal Gottlieb

2020 ◽  
Vol 68 (2) ◽  
pp. 976-985
Author(s):  
Alexandre Dely ◽  
Francesco P. Andriulli ◽  
Kristof Cools

2018 ◽  
Vol 56 (6) ◽  
pp. 3276-3307 ◽  
Author(s):  
Leah Isherwood ◽  
Zachary J. Grant ◽  
Sigal Gottlieb

2019 ◽  
Vol 60 (1) ◽  
pp. 157-197 ◽  
Author(s):  
Tobias Jawecki ◽  
Winfried Auzinger ◽  
Othmar Koch

Abstract An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on the error, in contrast to existing asymptotical approximations. It can be computed economically in the underlying Krylov space. In view of time-stepping applications, assuming that the given matrix is scaled by a time step, it is shown that the bound is asymptotically correct (with an order related to the dimension of the Krylov space) for the time step tending to zero. This means that the deviation of the error estimate from the true error tends to zero faster than the error itself. Furthermore, this result is extended to Krylov approximations of $$\varphi $$φ-functions and to improved versions of such approximations. The accuracy of the derived bounds is demonstrated by examples and compared with different variants known from the literature, which are also investigated more closely. Alternative error bounds are tested on examples, in particular a version based on the concept of effective order. For the case where the matrix exponential is used in time integration algorithms, a step size selection strategy is proposed and illustrated by experiments.


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