High Order Explicit Methods Research Articles

An explicit six-step singularly P-stable Obrechkoff method for the numerical solution of second-order oscillatory initial value problems

In this paper, we present an explicit six-step singularly P-stable Obrechkoff method of tenth algebraic order for solving second-order linear periodic and oscillatory initial value problems of ordinary differential equations. The advantage of this new singularly P-stable Obrechkoff method is that it is a high-order explicit method, and thus does not require additional predictor stages. The numerical stability and phase properties of the new method is analyzed. Four numerical examples show that the new explicit method is more accurate than Obrechkoff schemes of the same order when applied to the numerical solution of second-order initial value problems with highly oscillatory solutions.

Projection Methods for Dynamical Low-Rank Approximation of High-Dimensional Problems

Abstract We consider dynamical low-rank approximation on the manifold of fixed-rank matrices and tensor trains (also called matrix product states), and analyse projection methods for the time integration of such problems. First, under suitable approximability assumptions, we prove error estimates for the explicit Euler method equipped with quasi-optimal projections to the manifold. Then we discuss the possibilities and difficulties with higher-order explicit methods. In particular, we discuss ways for limiting rank growth in the increments, and robustness with respect to small singular values.

Advanced time integration algorithms for dislocation dynamics simulations of work hardening

Efficient time integration is a necessity for dislocation dynamics simulations of work hardening to achieve experimentally relevant strains. In this work, an efficient time integration scheme using a high order explicit method with time step subcycling and a newly-developed collision detection algorithm are evaluated. First, time integrator performance is examined for an annihilating Frank–Read source, showing the effects of dislocation line collision. The integrator with subcycling is found to significantly out-perform other integration schemes. The performance of the time integration and collision detection algorithms is then tested in a work hardening simulation. The new algorithms show a 100-fold speed-up relative to traditional schemes. Subcycling is shown to improve efficiency significantly while maintaining an accurate solution, and the new collision algorithm allows an arbitrarily large time step size without missing collisions.

AN ORDER SEVEN CONTINUOUS EXPLICIT METHOD FOR DIRECT SOLUTION OF GENERAL FIFTH ORDER ORDINARY DIFFERENTIAL EQUATIONS

This paper provides an explicit continuous method of order seven for direct integration of fifth-order general differential equations without reduction to systems of lower order equations. The explicit method requires no main predictor as a starting value for implementation. In the derivation of the method, collocation and interpolation procedures are adopted using power series as the basis function. The purpose of this work is to produce a high order explicit method that could be used as a predictor for the implementation of implicit methods in predictor-corrector mode in order to enhance the accuracy and efficiency of such methods. The method is symmetric, normalized, consistent and zero-stable. It is suitable for both non-stiff and mildly-stiff problems.

A practical implicit finite-difference method: examples from seismic modelling

We derive explicit and new implicit finite-difference formulae for derivatives of arbitrary order with any order of accuracy by the plane wave theory where the finite-difference coefficients are obtained from the Taylor series expansion. The implicit finite-difference formulae are derived from fractional expansion of derivatives which form tridiagonal matrix equations. Our results demonstrate that the accuracy of a (2N + 2)th-order implicit formula is nearly equivalent to that of a (6N + 2)th-order explicit formula for the first-order derivative, and (2N + 2)th-order implicit formula is nearly equivalent to (4N + 2)th-order explicit formula for the second-order derivative. In general, an implicit method is computationally more expensive than an explicit method, due to the requirement of solving large matrix equations. However, the new implicit method only involves solving tridiagonal matrix equations, which is fairly inexpensive. Furthermore, taking advantage of the fact that many repeated calculations of derivatives are performed by the same difference formula, several parts can be precomputed resulting in a fast algorithm. We further demonstrate that a (2N + 2)th-order implicit formulation requires nearly the same memory and computation as a (2N + 4)th-order explicit formulation but attains the accuracy achieved by a (6N + 2)th-order explicit formulation for the first-order derivative and that of a (4N + 2)th-order explicit method for the second-order derivative when additional cost of visiting arrays is not considered. This means that a high-order explicit method may be replaced by an implicit method of the same order resulting in a much improved performance. Our analysis of efficiency and numerical modelling results for acoustic and elastic wave propagation validates the effectiveness and practicality of the implicit finite-difference method.

Symmetric Multistep Methods Revisited: II. Numerical Experiments

AbstractBy using the stability condition and general formulas developed by Fukushima (1998 = Paper I) we discovered that, just as in the case of the explicit symmetric multistep methods (Quinlan and Tremaine, 1990), when integrating orbital motions of celestial bodies, the implicit symmetric multistep methods used in the predictor-corrector manner lead to integration errors in position which grow linearly with the integration time if the stepsizes adopted are sufficiently small and if the number of corrections is sufficiently large, say two or three. We confirmed also that the symmetric methods (explicit or implicit) would produce the stepsize-dependent instabilities/resonances, which was discovered by A. Toomre in 1991 and confirmed by G.D. Quinlan for some high order explicit methods. Although the implicit methods require twice or more computational time for the same stepsize than the explicit symmetric ones do, they seem to be preferable since they reduce these undesirable features significantly.

High order explicit methods for parabolic equations

This paper discusses explicit embedded integration methods with large stability domains of order 3 and 4. The high order produces accurate results, the large stability domains allow some reasonable stiffness, the explicitness enables the method to treat very large problems, often space discretization of parabolic PDEs, and the embedded formulas permit an efficient stepsize control. The construction of these methods is achieved in two steps: firstly we compute stability polynomials of a given order with optimal stability domains, i.e., possessing a Chebyshev alternation; secondly we realize a corresponding explicit Runge-Kutta method with the help of the theory of composition methods.

A High Order Explicit Method for the Computation of Flow About a Circular Cylinder

In this paper a finite difference method for computing the solutions of the incompressible Navier–Stokes equations for flow about a circular cylinder in two dimensions is presented. A stream function/vorticity formulation of the equation is used and the numerical method incorporates recent developments in the computation of vorticity boundary conditions as well as far field boundary conditions. Three schemes are described, one of second order accuracy, one of fourth order accuracy, and a hybrid method which is second order accurate in the computation of the vorticity transport and fourth order accurate in the determination of the stream function. Fully resolved solutions for flow past a cylinder have been computed over a range of Reynolds numbers from 1000 to 9500. Comparisons are made between the results obtained with methods of different orders of accuracy as well as of the effectiveness of the vorticity and far field boundary conditions.