A PARALLEL COMPUTATION SCHEME FOR IMPLICIT RUNGE-KUTTA METHODS AND THE ITERATIVELY B-CONVERGENCE OF ITS NEWTON ITERATIVE PROCESS

In this paper, based on the implicit Runge-Kutta(IRK) methods, we derive a class of parallel scheme that can be implemented on the parallel computers with Ns(N is a positive even number) processors efficiently, and discuss the iteratively B-convergence of the Newton iterative process for solving the algebraic equations of the scheme, secondly we present a strategy providing initial values parallelly for the iterative process. Finally, some numerical results show that our parallel scheme is higher efficient as N is not so large.

Two Implicit Runge-Kutta Methods for Stochastic Differential Equation

In this paper, the Ito-Taylor expansion of stochastic differential equation is briefly introduced. The colored rooted tree theory is applied to derive strong order 1.0 implicit stochastic Runge-Kutta method(SRK). Two fully implicit schemes are presented and their stability qualities are discussed. And the numerical report illustrates the better numerical behavior.

Stability and Time-Step Constraints of Implicit-Explicit Runge-Kutta Methods for the Linearized Korteweg-de Vries Equation

This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.

Stability Analysis and Performance Evaluation of Additive Mixed-Precision Runge-Kutta Methods

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were previously proposed and analyzed.These specially designed methods use reduced precision for the implicit computations and full precision for the explicit computations.In this work,we analyze the stability properties of these methods and their sensitivity to the low-precision rounding errors,and demonstrate their performance in terms of accuracy and efficiency.We develop codes in FORTRAN and Julia to solve nonlinear systems of ODEs and PDEs using the mixed-precision additive Runge-Kutta(MP-ARK)methods.The convergence,accuracy,and runtime of these methods are explored.We show that for a given level of accuracy,suitably chosen MP-ARK methods may provide significant reductions in runtime.

A Simple Embedding Method for the Laplace-Beltrami Eigenvalue Problem onImplicit Surfaces

We propose a simple embedding method for computing the eigenvalues and eigenfunctions of the Laplace-Beltrami operator on implicit surfaces.The approach follows an embedding approach for solving the surface eikonal equation.We replace the differential operator on the interface with a typical Cartesian differential operator in the surface neighborhood.Our proposed algorithm is easy to implement and efficient.We will give some two-and three-dimensional numerical examples to demonstrate the effectiveness of our proposed approach.

ORDER RESULTS FOR ALGEBRAICALLY STABLEMONO-IMPLICIT RUNGE-KUTTA METHODS

It is well known that mono-implicit Runge-Kutta methods have been applied in the efficient numerical solution of initial or boundary value problems of ordinary differential equations. Burrage (1994) has shown that the order of an s-stage monoimplicit Runge-Kutta method is at most s+1 and the stage order is at most 3. In this paper, it is shown that the order of an s-stage mono-implicit Runge-Kutta method being algebraically stable is at most min((s) over tilde, 4), and the stage order together with the optimal B-convergence order is at most min(s, 2), where [GRAPHICS]

Symplectic partitioned Runge-Kutta method based onthe eighth-order nearly analytic discrete operator and its wavefield simulations

We propose a symplectic partitioned Runge-Kutta （SPRK） method with eighth-order spatial accuracy based on the extended Hamiltonian system of the acoustic waveequation. Known as the eighth-order NSPRK method, this technique uses an eighth-orderaccurate nearly analytic discrete （NAD） operator to discretize high-order spatial differentialoperators and employs a second-order SPRK method to discretize temporal derivatives.The stability criteria and numerical dispersion relations of the eighth-order NSPRK methodare given by a semi-analytical method and are tested by numerical experiments. We alsoshow the differences of the numerical dispersions between the eighth-order NSPRK methodand conventional numerical methods such as the fourth-order NSPRK method, the eighth-order Lax-Wendroff correction （LWC） method and the eighth-order staggered-grid （SG）method. The result shows that the ability of the eighth-order NSPRK method to suppress thenumerical dispersion is obviously superior to that of the conventional numerical methods. Inthe same computational environment, to eliminate visible numerical dispersions, the eighth-order NSPRK is approximately 2.5 times faster than the fourth-order NSPRK and 3.4 timesfaster than the fourth-order SPRK, and the memory requirement is only approximately47.17% of the fourth-order NSPRK method and 49.41% of the fourth-order SPRK method,which indicates the highest computational efficiency. Modeling examples for the two-layermodels such as the heterogeneous and Marmousi models show that the wavefields generatedby the eighth-order NSPRK method are very clear with no visible numerical dispersion.These numerical experiments illustrate that the eighth-order NSPRK method can effectivelysuppress numerical dispersion when coarse grids are adopted. Therefore, this methodcan greatly decrease computer memory requirement and accelerate the forward modelingproductivity. In general, the eighth-order NSPRK method has tremendous potential value forseismic exploration and seismology research.

HIGH-ORDER RUNGE-KUTTA DISCONTINUOUS GALERKIN FINITE ELEMENT METHOD FOR 2-D RESONATOR PROBLEM

The Runge-Kutta discontinuous Galerkin finite element method （RK-DGFEM） is introduced to solve the classical resonator problem in the time domain. DGFEM uses unstructured grid discretization in the space domain and it is explicit in the time domain. Consequently it is a best mixture of FEM and finite volume method （FVM）. RK-DGFEM can obtain local high-order accuracy by using high-order polynomial basis. Numerical experiments of transverse magnetic （TM） wave propagation in a 2-D resonator are performed. A high-order Lagrange polynomial basis is adopted. Numerical results agree well with analytical solution. And different order Lagrange interpolation polynomial basis impacts on simulation result accuracy are discussed. Computational results indicate that the accuracy is evidently improved when the order of interpolation basis is increased. Finally, L^2 errors of different order polynomial basis in RK-DGFEM are presented. Computational results show that L^2 error declines exponentially as the order of basis increases.

2-D Numerical Simulation of Natural Gas Hydrate Decomposition Through Depressurization by Fully Implicit Method

Natural gas hydrate, as a potential energy resource, deposits in permafrost and marine sediment with large quantities. The current exploitation methods include depressurization, thermal stimulation, and inhibitor injection. However, many issues have to be resolved before the commercial production. In the present study, a 2-D axisymmetric simulator for gas production from hydrate reservoirs is developed. The simulator includes equations of conductive and convective heat transfer, kinetic of hydrate decomposition, and multiphase flow. These equations are discretized based on the finite difference method and are solved with the fully implicit simultaneous solution method. The process of laboratory-scale hydrate decomposition by depressurization is simulated. For different surrounding temperatures and outlet pressures, time evolutions of gas and water generations during hydrate dissociation are evaluated, and variations of temperature, pressure, and multiphase fluid flow conditions are analyzed. The results suggest that the rate of heat transfer plays an important role in the process. Furthermore, high surrounding temperature and low outlet valve pressure may increase the rate of hydrate dissociation with insignificant impact on final cumulative gas volume.

CHARACTERISTIC GALERKIN METHOD FOR CONVECTION-DIFFUSION EQUATIONS AND IMPLICIT ALGORITHM USING PRECISE INTEGRATION

This paper presents a finite element procedure for solving transient, multidimensional convection-diffusion equations. The procedure is based on the characteristic Galerkin method with an implicit algorithm using precise integration method. With the operator splitting procedure, the precise integration method is introduced to determine the material derivative in the convection-diffusion equation, consequently, the physical quantities of material points. An implicit algorithm with a combination of both the precise and the traditional numerical integration procedures in time domain in the Lagrange coordinates for the characteristic Galerkin method is formulated. The stability analysis of the algorithm shows that the unconditional stability of present implicit algorithm is enhanced as compared with that of the traditional implicit numerical integration procedure. The numerical results validate the presented method in solving convection-diffusion equations. As compared with SUPG method and explicit characteristic Galerkin method, the present method gives the results with higher accuracy and better stability.

CONVERGENCE ANALYSIS OF RUNGE-KUTTA METHODS FOR A CLASS OF RETARDED DIFFERENTIAL ALGEBRAIC SYSTEMS

This article deals with a class of numerical methods for retarded differential algebraic systems with time-variable delay. The methods can be viewed as a combination of Runge-Kutta methods and Lagrange interpolation. A new convergence concept, called DA-convergence, is introduced. The DA-convergence result for the methods is derived. At the end, a numerical example is given to verify the computational effectiveness and the theoretical result.

Runge-Kutta method, finite element method, and regular algorithms for Hamiltonian system

The symplectic algorithm and the energy conservation algorithm are two important kinds of algorithms to solve Hamiltonian systems. The symplectic Runge- Kutta （RK） method is an important part of the former, and the continuous finite element method （CFEM） belongs to the later. We find and prove the equivalence of one kind of the implicit RK method and the CFEM, give the coefficient table of the CFEM to simplify its computation, propose a new standard to measure algorithms for Hamiltonian systems, and define another class of algorithms --the regular method. Finally, numerical experiments are given to verify the theoretical results.

An efficient method for tracing planar implicit curves

This paper presents a method for tracing a planar implicit curve f（x, y）=0 on a rectangular region based on continuation scheme. First, according to the starting track-point and the starting track-direction of the curve, make a new fimction F（x, y）=0 where the same curve withf（x, y）=0 is defined. Then we trace the curve between the two domains where F（x, y）〉0 and F（x, y）〈0 alternately, according to the two rules presented in this paper. Equal step size or adaptive step size can be used, when we trace the curve. An irregular planar implicit curve （such as the curve with large curvatures at some points on the curve）, can be plotted if an adaptive step size is used. Moreover, this paper presents a scheme to search for the multiple points on the curve. Our method has the following advantages： （1） it can plot Co planar implicit curves; （2） it can plot the planar implicit curves with multiple points; （3） by the help of using the two rules, our method does not need to compute the tangent vector at the points on the curve, and directly searches for the direction of the tracing curve; （4） the tracing procedure costs only one of two evaluations of function f（x, y）=0 per moving step, while most existing similar methods cost more evaluations of the function.

Projected Runge-Kutta methods for constrained Hamiltonian systems

Projected Runge-Kutta （R-K） methods for constrained Hamiltonian systems are proposed. Dynamic equations of the systems, which are index-3 differential-algebraic equations （DAEs） in the Heisenberg form, are established under the framework of Lagrangian multipliers. R-K methods combined with the technique of projections are then used to solve the DAEs. The basic idea of projections is to eliminate the constraint violations at the position, velocity, and acceleration levels, and to preserve the total energy of constrained Hamiltonian systems by correcting variables of the position, velocity, acceleration, and energy. Numerical results confirm the validity and show the high precision of the proposed method in preserving three levels of constraints and total energy compared with results reported in the literature.

Full-vectorial finite-difference beam propagation method based on the modified alternating direction implicit method

A modified alternating direction implicit algorithm is proposed to solve the full-vectorial finite-difference beam propagation method formulation based on H fields. The cross-coupling terms are neglected in the first sub-step, but evaluated and doubly used in the second sub-step. The order of two sub-steps is reversed for each transverse magnetic field component so that the cross-coupling terms are always expressed in implicit form, thus the calculation is very efficient and stable. Moreover, an improved six-point finite-difference scheme with high accuracy independent of specific structures of waveguide is also constructed to approximate the cross-coupling terms along the transverse directions. The imaginary-distance procedure is used to assess the validity and utility of the present method. The field patterns and the normalized propagation constants of the fundamental mode for a buried rectangular waveguide and a rib waveguide are presented. Solutions are in excellent agreement with the benchmark results from the modal transverse resonance method.

Multi-symplectic Runge-Kutta methods for Landau-Ginzburg-Higgs equation

Nonlinear wave equations have been extensively investigated in the last sev- eral decades. The Landau-Ginzburg-Higgs equation, a typical nonlinear wave equation, is studied in this paper based on the multi-symplectic theory in the Hamilton space. The multi-symplectic Runge-Kutta method is reviewed, and a semi-implicit scheme with certain discrete conservation laws is constructed to solve the first-order partial differential equations （PDEs） derived from the Landau-Ginzburg-Higgs equation. The numerical re- sults for the soliton solution of the Landau-Ginzburg-Higgs equation are reported, showing that the multi-symplectic Runge-Kutta method is an efficient algorithm with excellent long-time numerical behaviors.

A new simple method of implicit time integration for dynamic problems of engineering structures

This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.

IMPLICIT ITERATIVE METHODS WITH VARIABLE CONTROL PARAMETERS FOR ILL-POSED OPERATOR EQUATIONS

This paper discusses a kind of implicit iterative methods with some variable parameters, which are called control parameters, for solving ill-posed operator equations. The theoretical results show that the new methods always lead to optimal convergence rates and have some other important features, especially the methods can be implemented parallelly.

Compact implicit integration factor methods for some complex-valued nonlinear equations

The compact implicit integration factor （cIIF） method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF method to some complex-valued nonlinear evolutionary equations such as the nonlinear SchrSdinger （NLS） equation and the complex Ginzburg-Landau （GL） equation. Detailed algorithm formulation and practical implementation of cIIF method are performed. The numerical results indicate that this method is very accurate and efficient.

A class of twostep continuity Runge-Kutta methods for solving singular delay differential equations and its convergence

An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.