Abstract
Strong stability-preserving (SSP) Runge–Kutta methods were developed for time integration of semidiscretizations of partial differential equations. SSP methods preserve stability properties satisfied by forward Euler time integration, under a modified time-step restriction. We consider the problem of finding explicit Runge–Kutta methods with optimal SSP time-step restrictions, first for the case of linear autonomous ordinary differential equations and then for nonlinear or nonautonomous equations. By using alternate formulations of the associated optimization problems and introducing a new, more general class of low-storage implementations of Runge–Kutta methods, new optimal low-storage methods and new low-storage implementations of known optimal methods are found. The results include families of low-storage second and third order methods that achieve the maximum theoretically achievable effective SSP coefficient (independent of stage number), as well as low-storage fourth order methods that are more efficient than current full-storage methods. The theoretical properties of these methods are confirmed by numerical experiment.
Original language | English (US) |
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Pages (from-to) | 2113-2136 |
Number of pages | 24 |
Journal | SIAM Journal on Scientific Computing |
Volume | 30 |
Issue number | 4 |
DOIs | |
State | Published - May 16 2008 |
Externally published | Yes |