arXiv subjects

David I. Ketcheson

Publications and source records attributed to David I. Ketcheson.

At least 55 records · Page 3Linked to original sources

arXiv2020

Effective Rankine-Hugoniot conditions for shock waves in periodic media

Solutions of first-order nonlinear hyperbolic conservation laws typically develop shocks in finite time even with smooth initial conditions. However, in heterogeneous media with rapid spatial variation, shock formation may be delayed or avoided. When shocks do form in such media, their speed of propagation depends on the material structure. We investigate conditions for shock formation and propagation in heterogeneous media. We focus on the propagation of plane waves in two-dimensional periodic media with material variation in only one direction. We propose an estimate for the speed of the shocks that is based on the Rankine-Hugoniot conditions applied to a leading-order homogenized (constant coefficient) system. We verify this estimate via numerical simulations using different nonlinear constitutive relations and layered and smoothly varying periodic media. In addition, we discuss conditions and regimes under which shocks form in this type of media.

math.AP↗

arXiv2020

Relaxation Runge-Kutta Methods for Hamiltonian Problems

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in this context. We find that, in addition to their useful conservation property, the relaxation methods yield other improvements. Experiments show that their solutions bear stronger qualitative similarity to the true solution and that the error grows more slowly in time. We also prove that these methods are superconvergent for a certain class of Hamiltonian systems.

math.NA↗

arXiv2019

Relaxation Runge-Kutta Methods: Fully-Discrete Explicit Entropy-Stable Schemes for the Compressible Euler and Navier-Stokes Equations

The framework of inner product norm preserving relaxation Runge-Kutta methods (David I. Ketcheson, \emph{Relaxation Runge-Kutta Methods: Conservation and Stability for Inner-Product Norms}, SIAM Journal on Numerical Analysis, 2019) is extended to general convex quantities. Conservation, dissipation, or other solution properties with respect to any convex functional are enforced by the addition of a {\em relaxation parameter} that multiplies the Runge-Kutta update at each step. Moreover, other desirable stability (such as strong stability preservation) and efficiency (such as low storage requirements) properties are preserved. The technique can be applied to both explicit and implicit Runge-Kutta methods and requires only a small modification to existing implementations. The computational cost at each step is the solution of one additional scalar algebraic equation for which a good initial guess is available. The effectiveness of this approach is proved analytically and demonstrated in several numerical examples, including applications to high-order entropy-conservative and entropy-stable semi-discretizations on unstructured grids for the compressible Euler and Navier-Stokes equations.

math.NA↗

arXiv2019

More efficient time integration for Fourier pseudo-spectral DNS of incompressible turbulence

Time integration of Fourier pseudo-spectral DNS is usually performed using the classical fourth-order accurate Runge--Kutta method, or other methods of second or third order, with a fixed step size. We investigate the use of higher-order Runge-Kutta pairs and automatic step size control based on local error estimation. We find that the fifth-order accurate Runge--Kutta pair of Bogacki \& Shampine gives much greater accuracy at a significantly reduced computational cost. Specifically, we demonstrate speedups of 2x-10x for the same accuracy. Numerical tests (including the Taylor-Green vortex, Rayleigh-Taylor instability, and homogeneous isotropic turbulence) confirm the reliability and efficiency of the method. We also show that adaptive time stepping provides a significant computational advantage for some problems (like the development of a Rayleigh-Taylor instability) without compromising accuracy.

math.NA↗

arXiv2019

A path integral method for solution of the wave equation with continuously-varying coefficients

A new method of solution is proposed for solution of the wave equation in one space dimension with continuously-varying coefficients. By considering all paths along which information arrives at a given point, the solution is expressed as an infinite series of integrals, where the integrand involves only the initial data and the PDE coefficients. Each term in the series represents the influence of paths with a fixed number of turning points. We prove that the series converges and provide bounds for the truncation error. The effectiveness of the approximation is illustrated with examples. We illustrate an interesting combinatorial connection between the traditional reflection and transmission coefficients for a sharp interface, and Green's coefficient for transmission through a smoothly-varying region.

math.AP↗

arXiv2019

Relaxation Runge-Kutta Methods: Conservation and stability for Inner-Product Norms

We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the unmodified Runge--Kutta method. We study the properties of the modified methods and show their effectiveness through numerical examples, including application to entropy-stability for first-order hyperbolic PDEs.

math.NA↗

arXiv2019

Shoaling on Steep Continental Slopes: Relating Transmission and Reflection Coefficients to Green's Law

The propagation of long waves onto a continental shelf is of great interest in tsunami modeling and other applications where understanding the amplification of waves during shoaling is important. When the linearized shallow water equations are solved with the continental shelf modeled as a sharp discontinuity, the ratio of the amplitudes is given by the transmission coefficient. On the other hand, when the slope is very broad relative to the wavelength of the incoming wave, then amplification is governed by Green's Law, which predicts a larger amplification than the transmission coefficient, and a much smaller amplitude reflection than given by the reflection coefficient of a sharp interface. We explore the relation between these results and elucidate the behavior in the intermediate case of a very steep continental shelf.

physics.geo-ph↗

arXiv2018

Optimal monotonicity-preserving perturbations of a given Runge-Kutta method

Perturbed Runge--Kutta methods (also referred to as downwind Runge--Kutta methods) can guarantee monotonicity preservation under larger step sizes relative to their traditional Runge--Kutta counterparts. In this paper we study, the question of how to optimally perturb a given method in order to increase the radius of absolute monotonicity (a.m.). We prove that for methods with zero radius of a.m., it is always possible to give a perturbation with positive radius. We first study methods for linear problems and then methods for nonlinear problems. In each case, we prove upper bounds on the radius of a.m., and provide algorithms to compute optimal perturbations. We also provide optimal perturbations for many known methods.

math.NA↗

arXiv2017

Positivity for convective semi-discretizations

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD semi-discretizations of 1D scalar hyperbolic conservation laws. This technique is a generalization of the approach suggested in ref. 12. We give more relaxed conditions on the time-step for positivity preservation for slope-limited semi-discretizations integrated in time with explicit Runge-Kutta methods. We show that the step-size restrictions derived are sharp in a certain sense, and that many higher-order explicit Runge-Kutta methods, including the classical 4th-order method and all non-confluent methods with a negative Butcher coefficient, cannot generally maintain positivity for these semi-discretizations under any positive step size. We also apply the proposed technique to centered finite difference discretizations of scalar hyperbolic and parabolic problems.

math.NA↗

arXiv2016

Dense output for strong stability preserving Runge-Kutta methods

We investigate dense output formulae (also known as continuous extensions) for strong stability preserving (SSP) Runge-Kutta methods. We require that the dense output formula also possess the SSP property, ideally under the same step-size restriction as the method itself. A general recipe for first-order SSP dense output formulae for SSP methods is given, and second-order dense output formulae for several optimal SSP methods are developed. It is shown that SSP dense output formulae of order 3 and higher do not exist, and that in any method possessing a second-order SSP dense output, the coefficient matrix A has a zero row.

math.NA↗

arXiv2016

Strong-stability-preserving additive linear multistep methods

The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive and perturbed monotonicity-preserving linear multistep methods are studied in the context of such problems. Optimal perturbed methods attain larger monotonicity-preserving step sizes when the different forward Euler conditions are taken into account. On the other hand, we show that optimal SSP additive methods achieve a monotonicity-preserving step-size restriction no better than that of the corresponding non-additive SSP linear multistep methods.

math.NA↗

arXiv2014

Two-dimensional wave propagation in layered periodic media

We study two-dimensional wave propagation in materials whose properties vary periodically in one direction only. High order homogenization is carried out to derive a dispersive effective medium approximation. One-dimensional materials with constant impedance exhibit no effective dispersion. We show that a new kind of effective dispersion may arise in two dimensions, even in materials with constant impedance. This dispersion is a macroscopic effect of microscopic diffraction caused by spatial variation in the sound speed. We analyze this dispersive effect by using high-order homogenization to derive an anisotropic, dispersive effective medium. We generalize to two dimensions a homogenization approach that has been used previously for one-dimensional problems. Pseudospectral solutions of the effective medium equations agree to high accuracy with finite volume direct numerical simulations of the variable-coefficient equations.

math.NA↗

arXiv2014

Propagation of internal errors in explicit Runge--Kutta methods and internal stability of SSP and extrapolation methods

In practical computation with Runge--Kutta methods, the stage equations are not satisfied exactly, due to roundoff errors, algebraic solver errors, and so forth. We show by example that propagation of such errors within a single step can have catastrophic effects for otherwise practical and well-known methods. We perform a general analysis of internal error propagation, emphasizing that it depends significantly on how the method is implemented. We show that for a fixed method, essentially any set of internal stability polynomials can be obtained by modifying the implementation details. We provide bounds on the internal error amplification constants for some classes of methods with many stages, including strong stability preserving methods and extrapolation methods. These results are used to prove error bounds in the presence of roundoff or other internal errors.

math.NA↗

arXiv2014

A comparison of high order explicit Runge-Kutta, extrapolation, and deferred correction methods in serial and parallel

We compare the three main types of high-order one-step initial value solvers: extrapolation, spectral deferred correction, and embedded Runge--Kutta pairs. We consider orders four through twelve, including both serial and parallel implementations. We cast extrapolation and deferred correction methods as fixed-order Runge--Kutta methods, providing a natural framework for the comparison. The stability and accuracy properties of the methods are analyzed by theoretical measures, and these are compared with the results of numerical tests. In serial, the 8th-order pair of Prince and Dormand (DOP8) is most efficient. But other high order methods can be more efficient than DOP8 when implemented in parallel. This is demonstrated by comparing a parallelized version of the well-known ODEX code with the (serial) DOP853 code. For an $N$-body problem with $N=400$, the experimental extrapolation code is as fast as the tuned Runge--Kutta pair at loose tolerances, and is up to two times as fast at tight tolerances.

math.NA↗

arXiv2014

Strong Stability Preserving Multistep Runge-Kutta Methods

High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an upper bound on the SSP coefficient of explicit multistep Runge--Kutta methods of order two and above. Order conditions and monotonicity conditions for such methods are worked out in terms of the method coefficients. Numerical optimization is used to find optimized explicit methods of up to five steps, eight stages, and tenth order. These methods are tested on the advection and Buckley-Leverett equations, and the results for the observed total variation diminishing and positivity preserving time-step are presented.

math.NA↗

arXiv2013

Diffractons: solitary waves created by diffraction in periodic media

A new class of solitary waves arises in the solution of nonlinear wave equations with constant impedance and no dispersive terms. They depend on a balance between nonlinearity and a dispersion-like effect due to spatial variation in the sound speed of the medium. A high-order homogenized model confirms this effective dispersive behavior and its solutions agree well with those obtained by direct simulation of the variable-coefficient system. These waves are observed to be long-time stable, globally attracting solutions that arise in general as solutions to nonlinear wave problems with periodically-varying sound speed. They share some properties with known classes of solitary waves, but possess important differences as well.

nlin.PS↗

arXiv2013

Error Analysis of Explicit Partitioned Runge-Kutta Schemes for Conservation Laws

An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes. Along with cell-based decompositions, also flux-based decompositions are studied. In the latter case mass conservation is guaranteed, but it will be seen that the accuracy may deteriorate.

math.NA↗

arXiv2013

Spatially partitioned embedded Runge-Kutta methods

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient for problems in which the smoothness of the solution or the magnitudes of the PDE coefficients vary strongly in space. We focus on embedded partitioned methods as they offer greater efficiency and avoid the order reduction that may occur in non-embedded schemes. We demonstrate that the lack of conservation in partitioned schemes can lead to non-physical effects and propose conservative additive schemes based on partitioning the fluxes rather than the ordinary differential equations. A variety of SPERK schemes are presented, including an embedded pair suitable for the time evolution of fifth-order weighted non-oscillatory (WENO) spatial discretizations. Numerical experiments are provided to support the theory.

math.NA↗