Fourth-Order Runge–Kutta Schemes for Fluid Mechanics Applications

Multiple high-order time-integration schemes are used to solve stiff test problems related to the Navier–Stokes (NS) equations. The primary objective is to determine whether high-order schemes can displace currently used second-order schemes on stiff NS and Reynolds averaged NS (RANS) problems, for a meaningful portion of the work-precision spectrum. Implicit–Explicit (IMEX) schemes are used on separable problems that naturally partition into stiff and nonstiff components. Non-separable problems are solved with fully implicit schemes, oftentimes the implicit portion of an IMEX scheme. The convection–diffusion-reaction (CDR) equations allow a term by term stiff/nonstiff partition that is often well suited for IMEX methods. Major variables in CDR converge at near design-order rates with all formulations, including the fourth-order IMEX additive Runge–Kutta (ARK₂) schemes that are susceptible to order reduction. The semi-implicit backward differentiation formulae and IMEX ARK₂ schemes are of comparable efficiency. Laminar and turbulent aerodynamic applications require fully implicit schemes, as they are not profitably partitioned. All schemes achieve design-order convergence rates on the laminar problem. The fourth-order explicit singly diagonally implicit Runge–Kutta (ESDIRK4) scheme is more efficient than the popular second-order backward differentiation formulae (BDF2) method. The BDF2 and fourth-order modified extended backward differentiation formulae (MEBDF4) schemes are of comparable efficiency on the turbulent problem. High precision requirements slightly favor the MEBDF4 scheme (greater than three significant digits). Significant order reduction plagues the ESDIRK4 scheme in the turbulent case. The magnitude of the order reduction varies with Reynolds number. Poor performance of the high-order methods can partially be attributed to poor solver performance. Huge time steps allowed by high-order formulations challenge the capabilities of algebraic solver technology.     

Stability and convergence analysis of implicit–explicit one-leg methods for stiff delay differential equations

The purpose of this paper is devoted to studying the implicit–explicit (IMEX) one-leg methods for stiff delay differential equations (DDEs) which can be split into the stiff and nonstiff parts. IMEX one-leg methods are composed of implicit one-leg methods for the stiff part and explicit one-leg methods for the nonstiff part. We prove that if the IMEX one-leg methods is consistent of order 2 for the ordinary differential equations, and the implicit one-leg method is A-stable, then the IMEX one-leg methods for stiff DDEs are stable and convergent with order 2. Some numerical examples are given to verify the validity of the obtained theoretical results and the effectiveness of the presented methods.     

Partitioned and Implicit–Explicit General Linear Methods for Ordinary Differential Equations

Implicit–explicit (IMEX) time stepping methods can efficiently solve differential equations with both stiff and nonstiff components. IMEX Runge–Kutta methods and IMEX linear multistep methods have been studied in the literature. In this paper we study new implicit–explicit methods of general linear type. We develop an order conditions theory for high stage order partitioned general linear methods (GLMs) that share the same abscissae, and show that no additional coupling order conditions are needed. Consequently, GLMs offer an excellent framework for the construction of multi-method integration algorithms. Next, we propose a family of IMEX schemes based on diagonally-implicit multi-stage integration methods and construct practical schemes of order up to three. Numerical results confirm the theoretical findings.     

Numerical Study of Compressible Mixing Layers Using High-Order WENO Schemes

This paper reports high resolution simulations using fifth-order weighted essentially non-oscillatory (WENO) schemes with a third-order TVD Runge-Kutta method to examine the features of turbulent mixing layers. The implementation of high-order WENO schemes for multi-species non-reacting Navier-Stokes (NS) solver has been validated through selective test problems. A comparative study of performance behavior of different WENO schemes has been made on a 2D spatially-evolving mixing layer interacting with oblique shock. The Bandwidth-optimized WENO scheme with total variation relative limiters is found to be less dissipative than the classical WENO scheme, but prone to exhibit some dispersion errors in relatively coarse meshes. Based on its accuracy and minimum dissipation error, the choice of this scheme has been made for the DNS studies of temporally-evolving mixing layers. The results are found in excellent agreement with the previous experimental and DNS data. The effect of density ratio is further investigated, reflecting earlier findings of the mixing growth-rate reduction.     

Implicit–explicit Runge–Kutta methods applied to atmospheric chemistry-transport modelling

Chemistry-transport calculations are highly stiff in terms of time-stepping. Because explicit ODE solvers require numerous short time steps in order to maintain stability, it seems that especially sparse implicit–explicit solvers are suited to improve the numerical efficiency for atmospheric chemistry applications. In the new version of our mesoscale chemistry-transport model MUSCAT [Knoth, O., Wolke, R., 1998a. An explicit–implicit numerical approach for atmospheric chemistry–transport modelling. Atmospheric Environment 32, 1785–1797.], implicit–explicit (IMEX) time integration schemes are implemented. Explicit second order Runge–Kutta methods for the integration of the horizontal advection are used. The stiff chemistry and all vertical transport processes (turbulent diffusion, advection, deposition) are integrated in an implicit and coupled manner utilizing the second order BDF method. The horizontal fluxes are treated as ‘artificial’ sources within the implicit integration. A change of the solution values as in conventional operator splitting is thus avoided.The aim of this paper is to investigate the interaction between the explicit Runge–Kutta scheme and the implicit integrator. The numerical behavior is discussed for a 1D test problem and 3D chemistry-transport simulations. The efficiency and accuracy of the algorithm are compared to results obtained using the Strang splitting approach. The numerical experiments indicate that our second order implicit–explicit Runge–Kutta methods are a valuable alternative to the conventional operator splitting approach for integrating atmospheric chemistry-transport-models. In mesoscale applications and in cases with stronger accuracy requirements the ‘source splitting’ approach shows a better performance than Strang splitting.     

On the extended one-step schemes for solving stiff systems of ordinary differential equations

Another fourth order extended one-step implicit scheme of solving stiff ordinary differential equations is introduced in this paper, through which, it is shown that such schemes are literally classical implicit Runge-Kutta schemes. Using general theory of Runge-Kutta schemes, stabilities other than A-stability or L-stability are further investigated for the proposed scheme. It is also shown that the parameters involved in such schemes can be better used to reduce the computation cost, making such schemes thus more competitive with traditional ones. Numerical examples are presented showing the competence of such schemes in solving a variety of stiff systems.     

Efficient implementation of second-order implicit Runge-Kutta methods

Implementation schemes for second-order implicit Runge-Kutta methods are considered. The schemes allow one to reduce computational costs when solving stiff problems with low accuracy. The results of the comparison with implicit MATLAB solvers are presented.     

Class 2+1 Hybrid BDF-Like methods for the numerical solutions of ordinary differential equations

In this article, the details of new hybrid methods have been presented to solve systems of ordinary differential equations (ODEs). These methods are based on backward differentiation formulae (BDF) where one additional stage point (or off-step point) and two step points have been used in the first derivative of the solution to improve the absolute stability regions compared with some existing methods such as BDF, extended BDF (EBDF) and modified EBDF (MEBDF). Stability domains of our new methods have been obtained showing that these methods, we say Class 2+1 Hybrid BDF-Like methods, are A-stable for order p, p=3,4, and A(α)-stable for order p, p=5, 6, 7, 8. Numerical results are also given for five test problems.     

Two level algorithms for partitioned fluid-structure interaction computations

In this paper we use the multigrid algorithm - commonly used to improve the efficiency of the flow solver - to improve the efficiency of partitioned fluid-structure interaction iterations. Coupling not only the structure with the fine flow mesh, but also with the coarse flow mesh (often present due to the multigrid scheme) leads to a significant efficiency improvement. As solution of the flow equations typically takes much longer than the structure solve, and as multigrid is not standard in structure solvers, we do not coarsen the structure or the interface. As a result, the two level method can be easily implemented into existing solvers.Two types of two level algorithms were implemented: (1) coarse grid correction of the partitioning error and (2) coarse grid prediction or full multigrid to generate a better initial guess. The resulting schemes are combined with a fourth-order Runge-Kutta implicit time integration scheme. For the linear, one-dimensional piston problem with compressible flow the superior stability, accuracy and efficiency of the two level algorithms is shown. The parameters of the piston problem were chosen such that both a weak and a strong interaction case were obtained.Even the strong interaction case, with a flexible structure, could be solved with our new two level partitioned scheme with just one iteration on the fine grid. This is a major accomplishment as most weakly coupled methods fail in this case. Of the two algorithms the coarse grid prediction or full multigrid method was found to perform best. The resulting efficiency gain for our one-dimensional problem is around a factor of ten for the coarse to intermediate time steps at which the high-order time integration methods should be run. For two- and three-dimensional problems the efficiency gain is expected to be even larger.     

Accurate Implicit–Explicit General Linear Methods with Inherent Runge–Kutta Stability

We investigate implicit–explicit (IMEX) general linear methods (GLMs) with inherent Runge–Kutta stability (IRKS) for differential systems with non-stiff and stiff processes. The construction of such formulas starts with implicit GLMs with IRKS which are A- and L-stable, and then we ‘remove’ implicitness in non-stiff terms by extrapolating unknown stage derivatives by stage derivatives which are already computed by the method. Then we search for IMEX schemes with large regions of absolute stability of the ‘explicit part’ of the method assuming that the ‘implicit part’ of the scheme is \(A(\alpha )\)-stable for some \(\alpha \in (0,\pi /2]\). Examples of highly stable IMEX GLMs are provided of order \(1\le p\le 4\). Numerical examples are also given which illustrate good performance of these schemes.     

Numerical integration of semidiscrete evolution systems

Methods and algorithms for integrating initial value systems are examined. Of particular interest is efficient and accurate numerical integration of systems of ordinary differential equations that arise on semidiscrete spatial differencing or finite element projection for evolution problems characterized by partial differential equations. Integration schemes for general systems are described. Stiff and oscillatory systems are considered and these motivate selection of specific types of algorithms for certain problem classes. For example, we show that Runge-Kutta methods with extended regions of stability are particularly efficient for moderately stiff dissipative systems derived from parabolic transport equations. The theoretical developments of an earlier paper [1] determine bounds on stiffness and stability and may be used to examine the stiff dissipative or oscillatory nature of the system qualitatively. Order control and stepsize adjustment in variable-order, variable-step algorithms are compared for several integrators applied to stiff and nonstiff initial-value systems arising from representative parabolic evolution problems.     

On a Class of Implicit–Explicit Runge–Kutta Schemes for Stiff Kinetic Equations Preserving the Navier–Stokes Limit

Implicit–explicit (IMEX) Runge–Kutta (RK) schemes are popular high order time discretization methods for solving stiff kinetic equations. As opposed to the compressible Euler limit (leading order asymptotics of the Boltzmann equation as the Knudsen number \(\varepsilon \) goes to zero), their asymptotic behavior at the Navier–Stokes (NS) level (next order asymptotics) was rarely studied. In this paper, we analyze a class of existing IMEX RK schemes and show that, under suitable initial conditions, they can capture the NS limit without resolving the small parameter \(\varepsilon \), i.e., \(\varepsilon =o(\Delta t)\), \(\Delta t^m=o(\varepsilon )\), where m is the order of the explicit RK part in the IMEX scheme. Extensive numerical tests for BGK and ES-BGK models are performed to verify our theoretical results.     

Monotonic bicompact schemes for linear transport equations

The biocompact difference scheme earlier proposed by these authors for a linear transport equation, which has the fourth-order approximation in spatial coordinate on the two-point stencil and the first-order approximation in time, is monotonic. This implicit scheme is absolutely stable and can be solved by explicit formulas of a running calculation. On the basis of this scheme a monotone non-linear homogeneous difference scheme of high (third for smooth solutions) order accuracy in time is constructed. Calculations of test problems with discontinuous solutions have demonstrated that the proposed scheme has a significant advantage in accuracy over the known nonoscillatory schemes of high-order approximation.     

A new variable step size block backward differentiation formula for solving stiff initial value problems

A new block backward differentiation formula of order 4 with variable step size is formulated. By varying a parameter in the formula, different sets of formulae with A-stability property can be generated. At the cost of an additional function evaluation, the accuracy of the method is seen to outperform some existing backward differentiation formula algorithms. The strategy involved in controlling the step size ratio is also described. The problems tested with the method show its efficiency in solving stiff initial value problems.     

一维对流扩散反应方程的高精度数值方法

通过将原方程变换为对流扩散方程,将所得方程的对流项采用四阶组合紧致迎风格式离散,扩散项采用四阶对称紧致格式离散之后,对得到的空间半离散格式采用四阶龙格库塔方法进行时间推进,得到了一种求解非定常对流扩散反应问题的高精度方法,其收敛阶为O(h4+τ4).经数值实验并与文献结果进行对比,表明该格式适用于对流占优问题的数值模拟,验证了格式的良好性能.     

High-order spatial discretisations in electrochemical digital simulation. 1. Combination with the BDF algorithm

The application of fourth-order discretisations of the second derivative of concentration with respect to distance from the electrode, in electrochemical digital simulations, is examined. In the bulk of the diffusion space, a central five-point scheme is used, and six-point asymmetric schemes are used at the edges. In this paper, the scheme is applied to the BDF technique which allows higher orders in time as well. The method is found to be stable, using both the Neumann and matrix methods. Performance with BDF is not, however, optimal, levelling off at three-point BDF, as does the usual three-point approximation. This is shown to be due to startup problems inherent with BDF.     

High-order Compact Schemes for Nonlinear Dispersive Waves

High-order compact finite difference schemes coupled with high-order low-pass filter and the classical fourth-order Runge–Kutta scheme are applied to simulate nonlinear dispersive wave propagation problems described the Korteweg-de Vries (KdV)-like equations, which involve a third derivative term. Several examples such as KdV equation, and KdV-Burgers equation are presented and the solutions obtained are compared with some other numerical methods. Computational results demonstrate that high-order compact schemes work very well for problems involving a third derivative term.     

Implementation of high-order implicit runge-kutta methods

In this paper, we develop single-Newton iterative schemes for the solution of the stage equations of some implicit Runge-Kutta methods such as the four-stage Gauss and Radau IIA methods and the five-stage Lobatto IIIA formula. We also compare the implementation cost of these schemes with the simplified-Newton iteration and we present some numerical experiments on some well-known stiff test problems to show that the proposed iterations are reliable and efficient.