Abstract
In this paper, we find sufficient strong stability preserving (SSP) conditions for second derivative general linear methods (SGLMs). Then we construct some optimal SSP SGLMs of order p up to eight and stage order \(1\le q\le p\) with two external stages and \(2\le s\le 10\) internal stages, which have larger effective Courant–Friedrichs–Lewy coefficients than the other existing class of the methods such as two derivative Runge–Kutta methods investigated by Christlieb et al., the class of two-step Runge–Kutta methods introduced by Ketcheson et al., the class of multistep multistage methods studied by Constantinescu and Sandu, and general linear methods investigated by Izzo and Jackiewicz. Some numerical experiments for scalar and systems of equations are provided which demonstrate that the constructed SSP SGLMs achieve the predicted order of convergence and preserve monotonicity.
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Appendices
Appendices
Coefficients of Three Stage Third Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=1.401\), \({\mathscr {C}}_\text {eff}=0.467\). The coefficients matrices of the two external stages methods of order \(p=s=3\) and stage order \(q=1\) take the form
with
and
Coefficients of Four Stage Fourth Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=1.644\), \({\mathscr {C}}_\text {eff}=0.411\). The coefficients matrices of the two external stages methods of order \(p=s=4\) and stage order \(q=1\) take the form
with
and
Coefficients of Five Stage Fifth Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=1.185\), \({\mathscr {C}}_\text {eff}=0.237\). The coefficients matrices of the two external stages methods of order \(p=s=5\) and stage order \(q=2\) take the form
with
and
Coefficients of Six Stage Sixth Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=2.556\), \({\mathscr {C}}_\text {eff}=0.426\). The coefficients matrices of the two external stages methods of order \(p=s=6\) and stage order \(q=3\) take the form
with
and
Coefficients of Seven Stage Seventh Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=2.134\), \({\mathscr {C}}_\text {eff}=0.305\). The coefficients matrices of the two external stages methods of order \(p=s=7\) and stage order \(q=4\) take the form
with
and
Coefficients of Six Stage Eighth Order Methods
For \(K=\frac{1}{\sqrt{2}}\) we obtain an SSP SGLM with SSP coefficient \({\mathscr {C}}=0.378\), \({\mathscr {C}}_\text {eff}=0.063\). The coefficients matrices of the two external stages methods of order \(p=8\) and stage order \(q=5\) with \(s=6\) take the form
with
and
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Moradi, A., Farzi, J. & Abdi, A. Strong Stability Preserving Second Derivative General Linear Methods. J Sci Comput 81, 392–435 (2019). https://doi.org/10.1007/s10915-019-01021-1
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DOI: https://doi.org/10.1007/s10915-019-01021-1
Keywords
- General linear methods
- Second derivative methods
- Monotonicity
- Strong stability preserving
- Courant–Friedrichs–Lewy coefficient