Modified Singly-Runge-Kutta-TASE methods for the numerical solution of stiff differential equations

Fuente: arXiv
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Autori principali: Calvo, M., Montijano, J. I., Rández, L.
Natura: Preprint
Pubblicazione: 2024
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author Calvo, M.
Montijano, J. I.
Rández, L.
author_facet Calvo, M.
Montijano, J. I.
Rández, L.
contents Singly-TASE operators for the numerical solution of stiff differential equations were proposed by Calvo et al. in J.Sci. Comput. 2023 to reduce the computational cost of Runge-Kutta-TASE (RKTASE) methods when the involved linear systems are solved by some $LU$ factorization. In this paper we propose a modification of these methods to improve the efficiency by considering different TASE operators for each stage of the Runge-Kutta. We prove that the resulting RKTASE methods are equivalent to $W$-methods (Steihaug and Wolfbrandt, Mathematics of Computation,1979) and this allows us to obtain the order conditions of the proposed Modified Singly-RKTASE methods (MSRKTASE) through the theory developed for the $W$-methods. We construct new MSRKTASE methods of order two and three and demonstrate their effectiveness through numerical experiments on both linear and nonlinear stiff systems. The results show that the MSRKTASE schemes significantly enhance efficiency and accuracy compared to previous Singly-RKTASE schemes.
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id arxiv_https___arxiv_org_abs_2407_01785
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Modified Singly-Runge-Kutta-TASE methods for the numerical solution of stiff differential equations
Calvo, M.
Montijano, J. I.
Rández, L.
Numerical Analysis
Singly-TASE operators for the numerical solution of stiff differential equations were proposed by Calvo et al. in J.Sci. Comput. 2023 to reduce the computational cost of Runge-Kutta-TASE (RKTASE) methods when the involved linear systems are solved by some $LU$ factorization. In this paper we propose a modification of these methods to improve the efficiency by considering different TASE operators for each stage of the Runge-Kutta. We prove that the resulting RKTASE methods are equivalent to $W$-methods (Steihaug and Wolfbrandt, Mathematics of Computation,1979) and this allows us to obtain the order conditions of the proposed Modified Singly-RKTASE methods (MSRKTASE) through the theory developed for the $W$-methods. We construct new MSRKTASE methods of order two and three and demonstrate their effectiveness through numerical experiments on both linear and nonlinear stiff systems. The results show that the MSRKTASE schemes significantly enhance efficiency and accuracy compared to previous Singly-RKTASE schemes.
title Modified Singly-Runge-Kutta-TASE methods for the numerical solution of stiff differential equations
topic Numerical Analysis
url https://arxiv.org/abs/2407.01785