论文标题

单步三阶时间离散化,无雅可比,无雅各布和无黑森的配方,用于有限差异方法

A single-step third-order temporal discretization with Jacobian-free and Hessian-free formulations for finite difference methods

论文作者

Lee, Youngjun, Lee, Dongwook

论文摘要

数值偏微分方程(PDE)的离散更新依赖于时间整合的两个分支。第一个分支是广泛的,传统上流行的方法(MOL)公式的方法,其中多阶段runge-kutta(RK)方法在以高阶精度求解普通的微分方程(ODE)方面取得了巨大成功。管理PDE的时间和空间离散之间的明显分离使RK方法具有高度适应性。相比之下,使用所谓的Lax-Wendroff程序的公式的第二个分支升级,在空间和时间衍生物之间使用紧密的耦合来构建泰勒级数扩展中时间进步的高阶近似值。在过去的二十年中,现代数值方法已经广泛探索了第二个途径,并提出了一组计算上有效的单阶段,单步高阶准确算法。在本文中,我们提出了属于时间更新第二个分支的称为PICARD Integration公式(PIF)的方法的算法扩展。本文提出的扩展功能易于计算雅各布式和黑森西亚的术语,这是时间准确性所必需的。

Discrete updates of numerical partial differential equations (PDEs) rely on two branches of temporal integration. The first branch is the widely-adopted, traditionally popular approach of the method-of-lines (MOL) formulation, in which multi-stage Runge-Kutta (RK) methods have shown great success in solving ordinary differential equations (ODEs) at high-order accuracy. The clear separation between the temporal and the spatial discretizations of the governing PDEs makes the RK methods highly adaptable. In contrast, the second branch of formulation using the so-called Lax-Wendroff procedure escalates the use of tight couplings between the spatial and temporal derivatives to construct high-order approximations of temporal advancements in the Taylor series expansions. In the last two decades, modern numerical methods have explored the second route extensively and have proposed a set of computationally efficient single-stage, single-step high-order accurate algorithms. In this paper, we present an algorithmic extension of the method called the Picard integration formulation (PIF) that belongs to the second branch of the temporal updates. The extension presented in this paper furnishes ease of calculating the Jacobian and Hessian terms necessary for third-order accuracy in time.

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