Keeling, Stephen L. | Search NASA

NASA NTRS1989

Galerkin/Runge-Kutta discretizations for parabolic equations with time-dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.↗

NASA NTRS1987

On implicit Runge-Kutta methods for parallel computations

Implicit Runge-Kutta methods which are well-suited for parallel computations are characterized. It is claimed that such methods are first of all, those for which the associated rational approximation to the exponential has distinct poles, and these are called multiply explicit (MIRK) methods. Also, because of the so-called order reduction phenomenon, there is reason to require that these poles be real. Then, it is proved that a necessary condition for a q-stage, real MIRK to be A sub 0-stable with maximal order q + 1 is that q = 1, 2, 3, or 5. Nevertheless, it is shown that for every positive integer q, there exists a q-stage, real MIRK which is I-stable with order q. Finally, some useful examples of algebraically stable MIRKs are given.

Keeling, Stephen L.↗

NASA NTRS1987

Galerkin/Runge-Kutta discretizations for parabolic equations with time dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.↗

NASA NTRS1987

On Lipschitz continuity of nonlinear differential operators

In connection with approximations for nonlinear evolution equations, it is standard to assume that nonlinear terms are at least locally Lipschitz continuous. However, it is shown here that f = f(X,del sub u(X)) is Lipschitz continuous from the subspace W sup 1, infinity is a subset of L sub 2 into W sup 1,2, and maps W sup 2, infinity into W sup 1, infinity, if and only if f is affine with W sup 1, infinity coefficients. In fact, a local version of this claim is proved.

Keeling, Stephen L.↗

NASA NTRS1987

Galerkin/Runge-Kutta discretizations for semilinear parabolic equations

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for semilinear parabolic initial boundary value problems. Unlike any classical counterpart, this class offers arbitrarily high, optimal order convergence. In support of this claim, error estimates are proved, and computational results are presented. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.↗