Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results On order conditions of IMEX R-K schemes applied to hyperbolic systems with diffusive relaxation S. Boscarino1 , L. Pareschi2 , G. Russo1 1 Department of Mathematics and Computer Science University of Catania, [email protected], [email protected] 2 Department of Mathematics University of Ferrara [email protected] S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Outline 1 Introduction What is an IMEX R-K scheme? 2 IMEX R-K schemes for hyperbolic systems with diffusive relaxation Diffusive relaxation 3 Two different approaches IMEX-I Approach IMEX-E Approach 4 Numerical Results Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Introduction Time Discretization, IMEX R-K Schemes We consider initial value problems for systems of ordinary differential equations (ODEs) of the form y 0 = f (y ) + g (y ), y (x0 ) = y0 , where f , g : Rk → Rk , are sufficiently smooth functions with different stiffness properties. Such system may arise from the spatial discretization of a system of PDEs. For the numerical integration of such system we use additive Runge-Kutta schemes. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Introduction What is an IMEX R-K scheme? The idea is to consider two different s-stage Runge-Kutta scheme, c̃ à c A . b̃ T bT and use one of them for the function f (Ã, b̃), and the other one for the function g , (A, b) S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Introduction What is an IMEX R-K scheme? The idea is to consider two different s-stage Runge-Kutta scheme, c̃ à c A . b̃ T bT and use one of them for the function f (Ã, b̃), and the other one for the function g , (A, b) Additive Runge Kutta schemes combining implicit and explicit schemes are known in the literature as IMplicit-EXplicit (IMEX) Runge-Kutta (RK) schemes. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? What is an IMEX R-K scheme? IMEX R-K schemes An (IMEX) R-K scheme has the form Yi y1 = y0 + h = y0 + h i−1 X j=1 ν X ãij f (t0 + c̃j h, Yj ) + h b̃i f (t0 + c̃i h, Yi ) + h i=1 ν X j=1 ν X aij g (t0 + cj h, Yj ), bi g (t0 + ci h, Yi ). i=1 à = (ãij ), ãij = 0, j ≥ i and A = (aij ): ν × ν matrices. Coefficient vectors: c̃ = (c̃1 , . . . , c̃ν )T , b̃ T = (b̃1T , . . . , b̃νT )T , c = (c1 , . . . , cν )T , b = (b1 , . . . , bν )T . S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? What is an IMEX R-K scheme? IMEX R-K schemes The IMEX RK scheme (Ã, b̃) and (A, b) is chosen with the aim of efficiently integrating the previous system with low computational cost. For example, if f represents the nonstiff part of the system and g the stiff part of it, an explicit method can be used for f and an implicit one for g. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? What is an IMEX R-K scheme? IMEX R-K schemes The IMEX RK scheme (Ã, b̃) and (A, b) is chosen with the aim of efficiently integrating the previous system with low computational cost. For example, if f represents the nonstiff part of the system and g the stiff part of it, an explicit method can be used for f and an implicit one for g. Sufficient condition to guarantee that f is always evaluated explicitly: the scheme for g is diagonally implicit (DIRK ). S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Classical Order conditions We report the order conditions for IMEX R-K schemes up to order p = 3. We assume that the coefficients ci , c̃i , aij , ãij satisfy conditions P P c̃i = j ãi,j , ci = j ai,j , then the order conditions are: First order: P Second order: P i b̃i c̃i = 1/2, Third order: P ij b̃i ãij c̃j = 1/6, P i ij P bi ci = 1/2, P b̃i c̃i c̃i = 1/3, P i P i bi ãij cj = 1/6, b̃i ci ci = 1/3, P P Coupling conditions: P ij b̃i ãij cj = 1/6, P b̃i = 1, i i P P i bi = 1. i b̃i ci = 1/2, ij bi aij cj = 1/6, ij b̃i aij c̃j = 1/6, P ij bi aij c̃j = 1/6, P b̃i c̃i ci = 1/3, S. Boscarino P i P i bi c̃i = 1/2, P i bi ci ci = 1/3, ij b̃i aij cj = 1/6, ij bi ãij c̃j = 1/6, bi c̃i c̃i = 1/3, P i bi c̃i ci = 1/3. On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? The number of coupling conditions increase dramatically with the order of the schemes. IMEX-RK order 1 2 3 4 5 6 Number of coupling conditions General case b̃i = bi c̃ = c c̃ = c and b̃i = bi 0 0 0 0 2 0 0 0 12 3 2 0 56 21 12 2 252 110 54 15 1128 528 218 78 S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Classification of IMEX R-K schemes Definition 1 ( Methods of Type A) The matrix A is invertible. Definition 2 ( Methods of Type CK) 0 0 A= a  The submatrix  is invertible. Definition 3 ( Methods of Type ARS) Special case of type CK with vector a = 0 and submatrix  invertible. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results What is an IMEX R-K scheme? Some References: U. Asher, S. Ruuth, and R. J. Spiteri: Implicit-explicit Runge-Kutta methods for time depended Partial Differential Equations. Appl. Numer. Math. 25, (1997), pp. 151-167. C. A. Kennedy, M. H. Carpenter: Additive Runge-Kutta schems for convection-diffusion-reaction equations. Appl. Numer. Math. 44 (2003), no. 1-2, 139–181. L.Pareschi, G. Russo: Implicit-Explicit Runge-Kutta schemes and Applications to hyperbolic systems with relaxation. Journal of Scientific Computing Volume: 25, Issue: 1, October, 2005, pp. 129-155: theory, numerics, applications, 241–251, Springer, Berlin, 2003. X. Zhong: Additive semi-implicit Runge-Kutta methods for computing high-speed nonequilibrium reactive flows. J. Comput. Phys., 20 (1996), pp. 191-209. S. B.:On an accurate third order implicit-explicit RungeKutta method for stiff problems, Applied Numerical Mathematics, 59 (2009), pp. 15151528. S.B., G. Russo:On a class of uniformly accurate IMEX Runge-Kutta schemes and application to hyperbolic systems with relaxation. SIAM J. SCI. COMPUT. Vol. 31, (2009), No. 3, pp. 1926-1945 S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation 1 Introduction What is an IMEX R-K scheme? 2 IMEX R-K schemes for hyperbolic systems with diffusive relaxation Diffusive relaxation 3 Two different approaches IMEX-I Approach IMEX-E Approach 4 Numerical Results S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Diffusive relaxation A simple prototype of hyperbolic system with relaxation term is given by: ∂τ u + ∂ξ V = 0, 1 = − (V − Q(u)) ε M where u = u(x, τ ), V = V (x, τ ) ∈ R , ε > 0 is called the relaxation time. Under the rescaling (diffusive scaling) ∂τ V + ∂ζ p(u) τ = t/ε, ξ = x, V = εv , q(u) = Q(u)/ε, we obtain a general diffusive relaxation system given by: ∂t u + ∂x v = 0, 1 1 ∂t v + 2 ∂x p(u) = − 2 (v − q(u)) ε ε Where p 0 (u) > 0. This system is hyperbolic with two distinct real p characteristics speed p 0 (u)/ε. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Diffusive relaxation In the small relaxaction limit, ε → 0 the system relax towards the system ∂t u + ∂x q(u) = ∂xx p(u), v = q(u) − ∂x p(u). Since the equilibrium equation is of parabolic type, the main stability condition for the diffusive relaxation system is |q 0 (u)|2 < p 0 (u) ε2 and it is naturally satisfied in the limit ε → 0. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. S. Boscarino 1 ε leading to a CFL On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. 1 ε leading to a CFL Construct numerical schemes with the correct asymptotic limit. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. 1 ε leading to a CFL Construct numerical schemes with the correct asymptotic limit. The resulting scheme, in the limit ε → 0 converges to an explicit scheme for the diffusion equation, with the usual CFL parabolic condition ∆t ≈ ∆x 2 . S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. 1 ε leading to a CFL Construct numerical schemes with the correct asymptotic limit. The resulting scheme, in the limit ε → 0 converges to an explicit scheme for the diffusion equation, with the usual CFL parabolic condition ∆t ≈ ∆x 2 . Some References: S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. 1 ε leading to a CFL Construct numerical schemes with the correct asymptotic limit. The resulting scheme, in the limit ε → 0 converges to an explicit scheme for the diffusion equation, with the usual CFL parabolic condition ∆t ≈ ∆x 2 . Some References: G. Naldi, L. Pareschi: Numerical Schemes for hyperbolic systems of conservation laws with stiff Diffusive relaxation. SIAM. J. Num. Anal. Vol. 37, No. 4 (2000), pp. 1246-1270. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Motivations Most of the popular methods fail to capture the correct behaviour of the solution in the relaxation limit (ε → 0) stiffness both in the convection and in the relaxation terms. characteristic speed of the hyperbolic part is of order condition like ∆t ≈ ε∆x. 1 ε leading to a CFL Construct numerical schemes with the correct asymptotic limit. The resulting scheme, in the limit ε → 0 converges to an explicit scheme for the diffusion equation, with the usual CFL parabolic condition ∆t ≈ ∆x 2 . Some References: G. Naldi, L. Pareschi: Numerical Schemes for hyperbolic systems of conservation laws with stiff Diffusive relaxation. SIAM. J. Num. Anal. Vol. 37, No. 4 (2000), pp. 1246-1270. S. Jin, L. Pareschi and G. Toscani: Diffusive relaxation for multiscale Discrete-Velocity Kinetic Equations. SIAM. J. Num. Anal. Vol. 35, No. 6 (1998), pp. 2405-2439. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Goal of the present work To overcome the CFL parabolic restriction obtaining IMEX R-K schemes that have as CFL condition ∆t ≈ ∆x , with corse grid ∆t, ∆x >> ε. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Goal of the present work To overcome the CFL parabolic restriction obtaining IMEX R-K schemes that have as CFL condition ∆t ≈ ∆x , with corse grid ∆t, ∆x >> ε. To introduce two different approachs. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Goal of the present work To overcome the CFL parabolic restriction obtaining IMEX R-K schemes that have as CFL condition ∆t ≈ ∆x , with corse grid ∆t, ∆x >> ε. To introduce two different approachs. To perform the analysis of the behaviour of IMEX RK schemes when ε → 0, for the two different approachs. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Goal of the present work To overcome the CFL parabolic restriction obtaining IMEX R-K schemes that have as CFL condition ∆t ≈ ∆x , with corse grid ∆t, ∆x >> ε. To introduce two different approachs. To perform the analysis of the behaviour of IMEX RK schemes when ε → 0, for the two different approachs. To have guidelines for the construction of high order schemes. To this purpose we reformulate the previous diffusive relaxation system such that it allows us to design a class of IMEX Runge-Kutta (RK) schemes that in the diffusive limit no diffusive restriction is appears on the time step. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Diffusive relaxation Diffusive relaxation Overcoming parabolic stiffness The starting point is to consider the system ∂t u = −∂x v , 2 ε ∂t v = −∂x p(u) − (v − q(u)). We add and subtract the term µ(ε)∂xx p(u) and consider the equivalent system ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), 2 ε ∂t v = −∂x p(u) − (v − q(u)). µ(ε) is such that µ : R+ → [0, 1], µ(0) = 1 and µ(1) = 0. We present two different approach in order to solve numerically the previous system in the diffusive limit, i.e. ε → 0 S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach Two different approaches IMEX-I Approach First approach called IMEX-I approach‡ ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), | {z } | {z } explicit 2 ε ∂t v implicit = −∂x p(u) − (v − q(u)) {z } | implicit S. B. , L. Pareschi, G. Russo‡ : Implicit-Explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit. submitted to SIAM J. SCI. COMPUT. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach In the IMEX-I approach the diffusive system can be written in the form u0 = 2 0 = ε v f1 (u, v ) + f2 (u), g (u, v ). where f1 (u, v ) = −∂x (v + µ∂x p(u)), f2 (u) = µ∂xx p(u) and g (u, v ) = (−∂x p(u) − v + q(u)). S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach In the IMEX-I approach the diffusive system can be written in the form u0 = 2 0 = ε v f1 (u, v ) + f2 (u), g (u, v ). where f1 (u, v ) = −∂x (v + µ∂x p(u)), f2 (u) = µ∂xx p(u) and g (u, v ) = (−∂x p(u) − v + q(u)). When ε → 0 we get u 0 = fˆ1 (u) + f2 (u), 0 = g (u, v ). (MANIFOLD M = {(u, v ) ∈ R|g (u, v ) = 0}) S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach In the IMEX-I approach the diffusive system can be written in the form u0 = 2 0 = ε v f1 (u, v ) + f2 (u), g (u, v ). where f1 (u, v ) = −∂x (v + µ∂x p(u)), f2 (u) = µ∂xx p(u) and g (u, v ) = (−∂x p(u) − v + q(u)). When ε → 0 we get u 0 = fˆ1 (u) + f2 (u), 0 = g (u, v ). (MANIFOLD M = {(u, v ) ∈ R|g (u, v ) = 0}) i.e. when ε → 0 the numerical solution is projected onto the manifold g (u, v ) = 0 (v = G (u), assumed that the Jacobian matrix gv (u, v ) is invertible). with fˆ(u) = f (u, G (u)). Previous system is called a REDUCED SYSTEM. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Definition We say that an IMEX R-K scheme is globally stiffly accurate, GSA, if 1 The implicit R-K scheme is stiffly accurate, SA, if esT A = b T , with esT = (0, ..., 0, 1 ). This property is important for the |{z} sth−comp. L-stability of the scheme. 2 The s-stage explicit R-K scheme satisfies the condition esT à = b̃ T (FSAL, First Same As Last ). cs = c̃s = 1, i.e. the numerical solution is identical to the last internal stage values of the scheme. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Definition We say that an IMEX R-K scheme is globally stiffly accurate, GSA, if 1 The implicit R-K scheme is stiffly accurate, SA, if esT A = b T , with esT = (0, ..., 0, 1 ). This property is important for the |{z} sth−comp. L-stability of the scheme. 2 The s-stage explicit R-K scheme satisfies the condition esT à = b̃ T (FSAL, First Same As Last ). cs = c̃s = 1, i.e. the numerical solution is identical to the last internal stage values of the scheme. Initial conditions (u0 , v0 ) are well-prepared if g (u0 , v0 ) = 0 . S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Analysis of TYPE A IMEX R-K scheme (for ε → 0). S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Analysis of TYPE A IMEX R-K scheme (for ε → 0). if such scheme is globally stiffly accurate, g (Us , Vs ) = 0, i.e. the last stages lie on the manifold then un+1 = Us and vn+1 = Vs and g (un+1 , vn+1 ) = 0 S. Boscarino i.e. vn+1 = G (un+1 ) . On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Analysis of TYPE A IMEX R-K scheme (for ε → 0). if such scheme is globally stiffly accurate, g (Us , Vs ) = 0, i.e. the last stages lie on the manifold then un+1 = Us and vn+1 = Vs and g (un+1 , vn+1 ) = 0 i.e. vn+1 = G (un+1 ) . Analysis of TYPE CK IMEX R-K scheme (ε → 0). S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach Analysis of TYPE A IMEX R-K scheme (for ε → 0). if such scheme is globally stiffly accurate, g (Us , Vs ) = 0, i.e. the last stages lie on the manifold then un+1 = Us and vn+1 = Vs and g (un+1 , vn+1 ) = 0 i.e. vn+1 = G (un+1 ) . Analysis of TYPE CK IMEX R-K scheme (ε → 0). If the following condition is satisfied T αs = −ês−1 Â−1 a = 0 then g (Us , Vs ) = 0, i.e. the last stages lie on the manifold, and if the scheme is globally stiffly accurate we obtain un+1 = Us and v n + 1 = Vs and g (un+1 , vn+1 ) = 0 , i.e. vn+1 = G (un+1 ) . S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-I Approach TYPE CK R-K scheme for the IMEX-I Approach. W-P Yes Yes Yes No No No αs = 0 Yes No Yes/No Yes No Yes/No GSA Yes Yes No Yes Yes No M Yes Yes No Yes No No W-P - WELL-PREPARED Initial data S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach Additional Order Conditions in the diffusive limit (i.e. ε → 0) In order to maintain the order accuracy in time of the scheme, by using Taylor’s expansion for the exact and numerical solution and by comparing them, we get the following additional order conditions for the reduced system up to third order: No-SA b T A−1 c̃ = 1 b T A−1 c̃ 2 = 1 T −1 b A Ãc̃ = 1/2 SA c̃ = 1 c̃ = 1 T es Ãc̃ = 1/2 where c̃ = Ãe, with e = (1, ..., 1)T and es = (0, ..., 0, 1)T If IMEX R-K scheme is GSA then the conditions are automatically satisfied, since esT à = b̃ T ⇒ b̃ T c̃ = 1/2.,i.e. the classical second order cond. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), | {z } | {z } ∂t v −∂x p(u) (v − q(u)) = − ε2 } | {z ε2 } | {z explicit explicit implicit implicit We call such approach IMEX-E approach. Second equation: p(u)x /ε2 is treated explicitly. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), | {z } | {z } ∂t v −∂x p(u) (v − q(u)) = − ε2 } | {z ε2 } | {z explicit explicit implicit implicit We call such approach IMEX-E approach. Second equation: p(u)x /ε2 is treated explicitly. Easier to implement because fluxes have more clear interpretation. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), | {z } | {z } ∂t v −∂x p(u) (v − q(u)) = − ε2 } | {z ε2 } | {z explicit explicit implicit implicit We call such approach IMEX-E approach. Second equation: p(u)x /ε2 is treated explicitly. Easier to implement because fluxes have more clear interpretation. Apparently hopeless because of the diverging characteristic speeds when ε → 0. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach ∂t u = −∂x (v + µ∂x p(u)) + µ∂xx p(u), | {z } | {z } ∂t v −∂x p(u) (v − q(u)) = − ε2 } | {z ε2 } | {z explicit explicit implicit implicit We call such approach IMEX-E approach. Second equation: p(u)x /ε2 is treated explicitly. Easier to implement because fluxes have more clear interpretation. Apparently hopeless because of the diverging characteristic speeds when ε → 0. S. B, G. Russo: Flux-Explicit IMEX R-K schemes for hyperbolic to parabolic relaxation problems. submitted to SINUM S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Analysis We set p(u) = u and q(u) = 0. We look for a Fourier solution of the form u = û(t) exp(iξx), v = v̂ (t) exp(iξx) and inserting the ansatz into the system and using the new variable ŵ = −i v̂ /ξ in place of v̂ the evolution equations are ût ε2 ŵt = ξ 2 (ŵ + û)−ξ 2 û, = −û−ŵ . Apply a TYPE A IMEX R-K scheme we obtain S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach Numerical solution ûn+1 = ζ 2 ŵn+1 = ûn + θ ζ 2 ŵn − s X k=1 s X b̃k (Ŵk + Ûk )−θ s X bk Ûk k=1 b̃k Ûk − k=1 s X bk Ŵk , k=1 where θ = ∆tξ 2 and ζ = ε2 /∆t. Stage values Ûk = ûn + θ k−1 X ãkj (Ŵj + Ûj ) + θ j=1 ζ 2 Ŵk = ζ 2 ŵn − k−1 X k X akj ξ 2 Ûj j=1 ãkj Ûk − j=1 k X akj Ŵj . j=1 Solve for the stage values, insert in the numerical solution for the variable ŵ , and obtain ζ ŵn+1 = ζ(1 − b T A−1 1)ŵn + (b T A−1 à − b̃ T )Û − ζb T A−1 A−1 ÃÛ + O(ζ 2 ), S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Additional Conditions Consistency as ζ → 0 implies b T A−1 à − b̃ T = 0 . S. Boscarino (1) On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Additional Conditions Consistency as ζ → 0 implies b T A−1 à − b̃ T = 0 . (1) Furthermore, if 1 − b T A−1 e = 0 (2), =⇒ ŵn+1 = −b T A−2 ÃÛ , S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Additional Conditions Consistency as ζ → 0 implies b T A−1 à − b̃ T = 0 . (1) Furthermore, if 1 − b T A−1 e = 0 (2), =⇒ ŵn+1 = −b T A−2 ÃÛ , Note that if the implicit scheme is SA, i.e. esT = b T A−1 , the condition (2) is satisfied, then condition (1) is equivalent to esT à = b̃ T , which means that the scheme is GSA. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Additional Conditions Consistency as ζ → 0 implies b T A−1 à − b̃ T = 0 . (1) Furthermore, if 1 − b T A−1 e = 0 (2), =⇒ ŵn+1 = −b T A−2 ÃÛ , Note that if the implicit scheme is SA, i.e. esT = b T A−1 , the condition (2) is satisfied, then condition (1) is equivalent to esT à = b̃ T , which means that the scheme is GSA. Remark Then a sufficient condition to guarantee that both (1) and (2) are satisfied is that the IMEX R-K of type A is GSA. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Higher Order IMEX R-K schemes The construction of higher order schemes that capture the correct behavior of the solution in the limit ε → 0 is more complicated. The condition we found in fact only prevents divergence of the numerical solution ŵn+1 . S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Higher Order IMEX R-K schemes The construction of higher order schemes that capture the correct behavior of the solution in the limit ε → 0 is more complicated. The condition we found in fact only prevents divergence of the numerical solution ŵn+1 . From this we derive the new additional order conditions on the IMEX R-K schemes of type A. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Additional Conditions up to second order By using Taylors expansion for the exact and numerical solution and by comparing them, we get additional order conditions for the TYPE A Additional consistency conditions: w -component b T A−2 Ã1 = 1, first order conditions: for u and w component b T A−2 ÃA1 = −1, (b T − b̃ T C)1 = 1, where A = (ÃC − A), and C = I − A−1 à Additional second order conditions: for u and w component (b̃ T C − b T )A1 = 1 , 2 S. Boscarino b T A−2 ÃA2 1 = 1 , 2 On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Second order IMEX R-K schemes Negative results: Theorem There are no second order GSA IMEX R-K schemes of type A with three stages. Theorem There are no second order GSA IMEX R-K schemes of type A with four stages where the implicit part is singly diagonally implicit (SDIRK). S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-I Approach IMEX-E Approach IMEX-E Approach Generalization. q(u) 6= 0 and p(u) non-linear. In this case the system relaxes to a convection-diffusion equation. As ε → 0, the scheme becomes an IMEX R-K scheme for the limit convection-diffusion equation, where the convection term is treated explicitly and the diffusion term is treated implicitly. Additional Order Conditions. We give explicitly first and second order conditions order 1 w − component : b T A−2 Ãc̃ = 1 order 2 u − component : b̃ T ÃA−1 c̃ = 1/2, (b T − b̃ T C)c̃ = 1/2 Of course classical order conditions, as well as new algebraic order conditions as introduced before have to be satisfied as well. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results Convergence Results We consider the prototype problem ∂t u + ∂x v 1 ∂t v + 2 ∂x u ε = ∂xx u − ∂xx u, 1 = − 2 v, ε in the limit case this lies to the linear problem ut (x, t) = uxx (x, t) periodic boundary condition; initial data: u(x, 0) = cos(x) and v (x, 0) = sin(x); Set ε2 = 10−6 with µ(ε) = 1, final time T = 1 and ∆t ≈ ∆x. The system is integrated for x ∈ [−π, π]. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization central difference schemes, S. B, G. Russo: Flux-Explicit IMEX R-K schemes for hyperbolic to parabolic relaxation problems‡ . submitted to SINUM S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization central difference schemes, Second order IMEX R-K scheme AGSA(3,4,2)‡ for time advancement, S. B, G. Russo: Flux-Explicit IMEX R-K schemes for hyperbolic to parabolic relaxation problems‡ . submitted to SINUM S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization central difference schemes, Second order IMEX R-K scheme AGSA(3,4,2)‡ for time advancement, The term µ(ε)p(u)xx is discretized by central differencing. S. B, G. Russo: Flux-Explicit IMEX R-K schemes for hyperbolic to parabolic relaxation problems‡ . submitted to SINUM S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results N 40 80 160 320 640 1280 Error 1.2014e-02 3.4484e-03 9.3359e-04 2.418e-04 6.1579e-05 1.5557e-05 Order – 1.8007 1.8851 1.9490 1.9733 1.9849 L∞ -norm of the error and convergence rates of u in with ε2 = 10−6 , CFL = 0.5 and ∆t = CFL∆x S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results First Numerical Test Now we test the second order IMEX scheme to this system by solving a Riemann problem ρt + jx 2 ε jt + ρx = µρxx − µρxx = −j Initial data ρL = 2.0 jL = 0, −1 < x < 0, ρR = 1.0 jR = 0, 0 < x < 1. 2 µ(ε) = exp(−ε /∆x), S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results First Numerical Test Now we test the second order IMEX scheme to this system by solving a Riemann problem ρt + jx 2 ε jt + ρx = µρxx − µρxx = −j Initial data ρL = 2.0 jL = 0, −1 < x < 0, ρR = 1.0 jR = 0, 0 < x < 1. 2 µ(ε) = exp(−ε /∆x), we compute the scheme in the rarefied regime (ε = 0.7, µ = 0) and in the diffusive regime (or stiff regime) for ε2 = 10−6 , µ = 1. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results First Numerical Test Now we test the second order IMEX scheme to this system by solving a Riemann problem ρt + jx 2 ε jt + ρx = µρxx − µρxx = −j Initial data ρL = 2.0 jL = 0, −1 < x < 0, ρR = 1.0 jR = 0, 0 < x < 1. 2 µ(ε) = exp(−ε /∆x), we compute the scheme in the rarefied regime (ε = 0.7, µ = 0) and in the diffusive regime (or stiff regime) for ε2 = 10−6 , µ = 1. The boundary condition are of reflecting type. Final time t = 0.25 in the rarefied regime and t = 0.04 in the diffusive regime. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization Finite difference schemes such us WENO schemes, e.g. third-second order WENO(3,2) reconstruction. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization Finite difference schemes such us WENO schemes, e.g. third-second order WENO(3,2) reconstruction. Second order IMEX R-K scheme AGSA(3,4,2) for time advancement. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results We consider for the space discretization Finite difference schemes such us WENO schemes, e.g. third-second order WENO(3,2) reconstruction. Second order IMEX R-K scheme AGSA(3,4,2) for time advancement. The term µ(ε)p(u)xx is discretized by central differencing. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results Rarefied Regime, (ε = 0.7) 2 1.9 0.5 1.8 1.7 0.4 1.6 0.3 1.5 1.4 0.2 1.3 1.2 0.1 1.1 1 −1 −0.8 −0.6 −0.4 −0.2 0 (a) 0.2 0.4 0.6 0.8 1 0 −1 −0.8 −0.6 −0.4 −0.2 0 (b) 0.2 0.4 0.6 0.8 1 Numerical solution at time t = 0.25 , in the rarefied regime (ε = 0.7) with ∆t = 0.0025, CFL = 0.25 and ∆x = 0.01 and N = 200. From the left to the right the mass density ρ (a) and the flow j, (b). Solid line reference solution with N = 2000 cells. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results IMEX-E Approach−6 Parabolic Regime, (ε = 10 ) 2 1.6 1.9 1.4 1.8 1.2 1.7 1 1.6 1.5 0.8 1.4 0.6 1.3 0.4 1.2 0.2 1.1 1 −1 −0.8 −0.6 −0.4 −0.2 0 (a) 0.2 0.4 0.6 0.8 1 0 −1 −0.8 −0.6 −0.4 −0.2 0 (b) 0.2 0.4 0.6 0.8 1 Numerical solution at time t = 0.04 in the parabolic regime (ε2 = 10−6 ) with ∆t = 0.001, CFL = 0.05 and ∆x = 0.02 and N = 100. From the left to the right the mass density (a) ρ and the flow j (b). Solid line reference solution with N = 2000 cells. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results Second Numerical Test Finally we take the generalized Carlemann model with m = −1, ρt ε2 jt ∂xx ρ ∂xx ρ − µ(ε) m 2ρm 2ρ m = −ρx − 2ρ j, = −jx + µ(ε) ∂x ρ when ε → 0, the local equilibrium is given by j = − 2ρ m and µ(ε) → 1, thus the system relaxes to the porous media equation. The exact Barenblatt solution for the porous media equation, " 2 # 1 x 2x ρ(x, t) = 1− , |x| < R(t), , j(x, t) = ρ R(t) R(t) R(t)3 ρ(x, t) = 0, where R(t) = [12(t + 1)] x ∈] − 10, 10[. 1/3 j(x, t) = 0, |x| > R(t), , t ≥ 0. We take ∆x = 0.2 and S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Numerical Results Second Numerical Test (a) (b) 0.04 0.03 0.25 0.02 0.2 0.01 0.15 0 −0.01 0.1 −0.02 0.05 −0.03 0 −10 −8 −6 −4 −2 0 2 4 6 8 10 −0.04 −10 −8 −6 −4 −2 0 2 4 6 8 10 Numerical solution at time t = 3.0 for the Barenblatt problem in the parabolic regime ε2 = 10−6 with ∆x = 0.2 , CFL = 0.5 and ∆t = 0.1. (a) The mass density ρ and (b) the flow j. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Work in Progress ◦ Study the uniform accuracy S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Work in Progress ◦ Study the uniform accuracy ◦ Develop really high order schemes S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Work in Progress ◦ Study the uniform accuracy ◦ Develop really high order schemes ◦ Capture the Navier-Stokes limit of hyperbolic systems with relaxation. S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic Introduction IMEX R-K schemes for hyperbolic systems with diffusive relaxation Two different approaches Numerical Results Thank you for your attention! S. Boscarino On order conditions of IMEX R-K schemes applied to hyperbolic
© Copyright 2026 Paperzz