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arXiv 2302.02882math.NAcs.NA
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求解刚性组的Jacobian自由隐式MDRK方法

Jacobian-free implicit MDRK methods for stiff systems of ODEs

Jeremy Chouchoulis, Jochen Schütz

摘要:

在这项工作中,一个近似家庭的隐式多导数Runge-Kutta(MDRK)时间积分刚性初值问题。近似过程基于最近的近似隐式泰勒方法(Baeza等人,Comput. 39:304,2020)。由于泰勒方法可以写成MDRK格式,因此新的族构成了多级推广。两种不同的替代方案进行调查的高阶导数的计算:要么直接作为阶段方程的一部分,或者作为一个单独的公式,每个衍生物添加到顶部的阶段方程本身。通过牛顿法线性化,可以发现牛顿矩阵的条件对于两种情况表现出显著不同。我们表明,直接计算结果在一个矩阵的条件是高度依赖于刚度,指数增加的刚度参数的衍生物的量。添加单独的公式具有更有利的行为,无论导数的数量如何,矩阵条件都与刚度线性相关。尽管增加了牛顿系统的大小显着,通过几个数值结果表明,这样做可以是相当有益的。

英文摘要:

In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza et al. in Comput. Appl. Math. 39:304, 2020). As a Taylor method can be written in MDRK format, the novel family constitutes a multistage generalization. Two different alternatives are investigated for the computation of the higher order derivatives: either directly as part of the stage equation, or either as a separate formula for each derivative added on top of the stage equation itself. From linearizing through Newton's method, it turns out that the conditioning of the Newton matrix behaves significantly different for both cases. We show that direct computation results in a matrix with a conditioning that is highly dependent on the stiffness, increasing exponentially in the stiffness parameter with the amount of derivatives. Adding separate formulas has a more favorable behavior, the matrix conditioning being linearly dependent on the stiffness, regardless of the amount of derivatives. Despite increasing the Newton system significantly in size, through several numerical results it is demonstrated that doing so can be considerably beneficial.

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