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All sourcesNASA NTRSDOE OSTI
NASA NTRS1997

Runge-Kutta Methods for Linear Ordinary Differential Equations

Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

Zingg, David W.↗
NASA NTRS1979

Generalized disks of contractivity for explicit and implicit Runge-Kutta methods

The A-contractivity of Runge-Kutta methods with respect to an inner product norm was investigated thoroughly by Butcher and Burrage (who used the term B-stability). Their theory is extended to contractivity in a region bounded by a circle through the origin. The largest possible circle is calculated for many known explicit Runge-Kutta methods. As a rule it is considerably smaller than the stability region, and in several cases it degenerates to a point. It is shown that an explicit Runge-Kutta method cannot be contractive in any circle of this class if it is more than fourth order accurate.

Dahlquist, G.↗
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.↗
DOE OSTI2025

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗
DOE OSTI2026

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗
DOE OSTI2025

Explicit Runge–Kutta Methods that Alleviate Order Reduction

Explicit Runge–Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to an initial boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that guarantee high order convergence for linear problems; we refer to these conditions as weak stage order conditions. We prove a general relationship between the method’s order, weak stage order, and number of stages. Furthermore, we derive explicit RK methods with high weak stage order and demonstrate, through numerical tests, that they avoid the order reduction phenomenon up to any order for linear problems and up to order three for nonlinear problems.

explicit Runge–Kutta↗
NASA NTRS1972

Generation and application of the equations of condition for high order Runge-Kutta methods

This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.

Haley, D. C.↗
DOE OSTI2025

Order conditions for nonlinearly partitioned Runge-Kutta methods

Recently, a new class of nonlinearly partitioned Runge–Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations y' = F(y, y). The target class of problems are those in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use a rooted-tree analysis to derive full-order conditions for NPRKM methods, where M denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby the mixed product differentials, it turns out that the standard node-colored rooted tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, are provided directly for up to fourth order with M = 2 and third order with M = 3, and are related to existing order conditions of additive and partitioned RK methods. We conclude with an example that shows how the nonlinear order conditions can be used to obtain an embedded estimate of the state-dependent nonlinear coupling strength in a dynamical system.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Flux-vector splitting and Runge-Kutta methods for the Euler equations

Runge-Kutta schemes have been used as a method of solving the Euler equations exterior to an airfoil. In the past this has been coupled with central differences and an artificial vesocity in space. In this study the Runge-Kutta time-stepping scheme is coupled with an upwinded space approximation based on flux-vector splitting. Several acceleration techniques are also considered including a local time step, residual smoothing and multigrid.

Turkel, E.↗
DOE OSTI2022

Embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods

We construct a family of embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods of order 2 ≤ p ≤ 4 to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction, the goals include non-defective property, large stability region, and small error values as defined in Dekker and Verwer (1984) and Kennedy et al. (2000). The new family of embedded pairs offer the ability for strong stability preserving (SSP) methods to adapt by varying the step-size. Through several numerical experiments, we assess the overall effectiveness in terms of work versus precision while also taking into consideration accuracy and stability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Multirate partitioned Runge–Kutta methods for coupled Navier–Stokes equations

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. Further, this study explores multirate partitioned Runge-Kutta methods for the fluid-fluid interaction problem and demonstrates its parallel performance by using the PETSc library. We consider compressible Navier-Stokes equations with gravity coupled through a rigid-lid interface. Our large-scale numerical experiments reveal that multirate partitioned Runge-Kutta coupling schemes (1) can conserve total mass; (2) have second-order accuracy in time; and (3) provide favorable strong- and weak-scaling performance on modern computing architectures. We also show that the speedup factors of multirate partitioned Runge-Kutta methods match theoretical expectations over their base (single-rate) method.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1981

Modified Runge-Kutta methods for solving ODES

A class of Runge-Kutta formulas is examined which permit the calculation of an accurate solution anywhere in the interval of integration. This is used in a code which seldom has to reject a step; rather it takes a reduced step if the estimated error is too large. The absolute stability implications of this are examined.

Vanvu, T.↗
NASA NTRS2016

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.↗
NASA NTRS1980

A computer program for determining truncation error coefficients for Runge-Kutta methods

The basic structure of a program to generate the truncation error coefficients for Runge-Kutta (RK) methods is reformulated to reduce storage requirements significantly and to accommodate variable dimensioning. This FORTRAN program, SUBROUTINE RKEQ, determines truncation error coefficients for RK algorithms for orders 1 through 10 and extends the order of coefficients through 12 with the 11th- and 12th-order terms determined following the patterns used to establish the lower order coefficients. Both subroutines (the original and RKEQ) are also written to treat RK m-fold methods which utilize m known derivatives of f to increase the order of the algorithm. Setting m = 0 gives the classical RK algorithm.

Horn, M. K.↗
NASA NTRS1992

Runge-Kutta methods combined with compact difference schemes for the unsteady Euler equations

Recent development using compact difference schemes to solve the Navier-Stokes equations show spectral-like accuracy. A study was made of the numerical characteristics of various combinations of the Runge-Kutta (RK) methods and compact difference schemes to calculate the unsteady Euler equations. The accuracy of finite difference schemes is assessed based on the evaluations of dissipative error. The objectives are reducing the numerical damping and, at the same time, preserving numerical stability. While this approach has tremendous success solving steady flows, numerical characteristics of unsteady calculations remain largely unclear. For unsteady flows, in addition to the dissipative errors, phase velocity and harmonic content of the numerical results are of concern. As a result of the discretization procedure, the simulated unsteady flow motions actually propagate in a dispersive numerical medium. Consequently, the dispersion characteristics of the numerical schemes which relate the phase velocity and wave number may greatly impact the numerical accuracy. The aim is to assess the numerical accuracy of the simulated results. To this end, the Fourier analysis is to provide the dispersive correlations of various numerical schemes. First, a detailed investigation of the existing RK methods is carried out. A generalized form of an N-step RK method is derived. With this generalized form, the criteria are derived for the three and four-step RK methods to be third and fourth-order time accurate for the non-linear equations, e.g., flow equations. These criteria are then applied to commonly used RK methods such as Jameson's 3-step and 4-step schemes and Wray's algorithm to identify the accuracy of the methods. For the spatial discretization, compact difference schemes are presented. The schemes are formulated in the operator-type to render themselves suitable for the Fourier analyses. The performance of the numerical methods is shown by numerical examples. These examples are detailed. described. The third case is a two-dimensional simulation of a Lamb vortex in an uniform flow. This calculation provides a realistic assessment of various finite difference schemes in terms of the conservation of the vortex strength and the harmonic content after travelling a substantial distance. The numerical implementation of Giles' non-refelctive equations coupled with the characteristic equations as the boundary condition is discussed in detail. Finally, the single vortex calculation is extended to simulate vortex pairing. For the distance between two vortices less than a threshold value, numerical results show crisp resolution of the vortex merging.

Yu, Sheng-Tao↗
NASA NTRS1992

Runge-Kutta methods combined with compact difference schemes for the unsteady Euler equations

An investigation of the Runge-Kutta time-stepping, combined with compact difference schemes to solve the unsteady Euler equations, is presented. Initially, a generalized form of a N-step Runge-Kutta technique is derived. By comparing this generalized form with its Taylor's series counterpart, the criteria for the three-step and four-step schemes to be of third- and fourth-order accurate are obtained.

Yu, S. T.↗