The Theoretical Accuracy of Runge–Kutta Time Discretizations for the Initial Boundary Value Problem: A Study of the Boundary Error

The conventional method of imposing time-dependent boundary conditions for Runge-Kutta time advancement reduces the formal accuracy of the space-time method to first-order locally, and second-order globally, independently of the spatial operator. This counterintuitive result is analyzed in this pape...

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Veröffentlicht in:SIAM journal on scientific computing Jg. 16; H. 6; S. 1241 - 1252
Hauptverfasser: Carpenter, Mark H., Gottlieb, David, Abarbanel, Saul, Don, Wai-Sun
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia, PA Society for Industrial and Applied Mathematics 01.11.1995
Schlagworte:
Accuracy
Algorithms
Applied mathematics
Approximation
Boundary conditions
Boundary value problems
Exact sciences and technology
Mathematics
Multiplication & division
Numerical analysis
Numerical analysis. Scientific computation
Partial differential equations
Partial differential equations, initial value problems and time-dependant initial-boundary value problems
Sciences and techniques of general use
Time dependence
Accuracy
Hyperbolic system
Boundary value problem
Error estimation
Initial value problem
Runge Kutta method
ISSN:1064-8275, 1095-7197
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Zusammenfassung:The conventional method of imposing time-dependent boundary conditions for Runge-Kutta time advancement reduces the formal accuracy of the space-time method to first-order locally, and second-order globally, independently of the spatial operator. This counterintuitive result is analyzed in this paper. Two methods of eliminating this problem are proposed for the linear constant coefficient case. 1. Impose the exact boundary condition only at the end of the complete Runge-Kutta cycle. 2. Impose consistent intermediate boundary conditions derived from the physical boundary condition and its derivatives. The first method, while retaining the Runge-Kutta accuracy in all cases, results in a scheme with a much reduced CFL condition, rendering the Runge-Kuua scheme less attractive. The second method retains the same allowable time step as the periodic problem. However, it is a general remedy only for the linear case. For nonlinear hyperbolic equations the second method is effective only for Runge-Kutta schemes of third-order accuracy or less. Numerical studies are presented to verify the efficacy of each approach.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:1064-8275
1095-7197
DOI:10.1137/0916072