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Kennedy, Christopher A.

Publications and source records attributed to Kennedy, Christopher A..

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one- dimensional convection-diffusion-reaction (CDR) equations. Accuracy, stability, conservation, and dense-output are first considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, (N = 2), additive Runge-Kutta (ARK(sub 2)) methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms of the partitioned method are of equal order to those of the elemental methods. Derived ARK(sub 2) methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z['] yields -infinity, and retain high stability efficiency in the absence of stiffness, z['] yield 0. Extrapolation-type stage- value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK(sub 2) error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK(sub 2) methods.

Kennedy, Christopher A.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.↗

Comparison of Several Numerical Methods for Simulation of Compressible Shear Layers

An investigation is conducted on several numerical schemes for use in the computation of two-dimensional, spatially evolving, laminar variable-density compressible shear layers. Schemes with various temporal accuracies and arbitrary spatial accuracy for both inviscid and viscous terms are presented and analyzed. All integration schemes use explicit or compact finite-difference derivative operators. Three classes of schemes are considered: an extension of MacCormack's original second-order temporally accurate method, a new third-order variant of the schemes proposed by Rusanov and by Kutier, Lomax, and Warming (RKLW), and third- and fourth-order Runge-Kutta schemes. In each scheme, stability and formal accuracy are considered for the interior operators on the convection-diffusion equation U(sub t) + aU(sub x) = alpha U(sub xx). Accuracy is also verified on the nonlinear problem, U(sub t) + F(sub x) = 0. Numerical treatments of various orders of accuracy are chosen and evaluated for asymptotic stability. Formally accurate boundary conditions are derived for several sixth- and eighth-order central-difference schemes. Damping of high wave-number data is accomplished with explicit filters of arbitrary order. Several schemes are used to compute variable-density compressible shear layers, where regions of large gradients exist.

Kennedy, Christopher A.↗

On the various forms of the energy equation for a dilute, monatomic mixture of nonreacting gases

In the case of gas mixtures, the governing equations become rather formidable and a complete listing of the equations in their various forms and methods to evaluate the transport coefficients is difficult to find. This paper seeks to compile common, as well as less well known, results in a single document. Various relationships between equations describing conservation of energy for a dilute, monatomic, nonreacting gas in local equilibrium are provided. The gas is treated as nonrelativistic, not subject to magnetic or electric fields, or radiative effects.

Kennedy, Christopher A.↗

Fourth-order 2N-storage Runge-Kutta schemes

A family of five-stage fourth-order Runge-Kutta schemes is derived; these schemes required only two storage locations. A particular scheme is identified that has desirable efficiency characteristics for hyperbolic and parabolic initial (boundary) value problems. This scheme is competitive with the classical fourth-order method (high-storage) and is considerably more efficient and accurate than existing third-order low-storage schemes.

Carpenter, Mark H.↗

Third-order 2N-storage Runge-Kutta schemes with error control

A family of four-stage third-order explicit Runge-Kutta schemes is derived that requires only two storage locations and has desirable stability characteristics. Error control is achieved by embedding a second-order scheme within the four-stage procedure. Certain schemes are identified that are as efficient and accurate as conventional embedded schemes of comparable order and require fewer storage locations.

Carpenter, Mark H.↗