Analysis of Strong Stability Preserving Runge-Kutta Time Discretization

ANALYSIS OF STRONG STABILITY PRESERVING RUNGE-KUTTA TIME DISCRETIZATION
Gabriel Leonardo
de Moraes
S. de B. Alves
Instituto Militar de Engenharia P os-Gradua c ao em Engenharia de Defesa Universidade Federal Fluminense Departamento de Engenharia Mec anica
VII Congresso Nacional de Engenharia Mec anica 2012, S ao Lu s, Maranh ao 31-03 de Agosto
Leonardo S. de B. Alves (UFF) Gabriel de Moraes (IME) CONEM 2012 1 / 42
Introduction
Motivation
Historically1,2 , the development of SSP methods was motivated in two ways:
Hyperbolic PDEs Nonlinear numerical stability
Sigal Gottlieb. 2005. On High Order Strong Stability Preserving Runge-Kutta and Multi Step Time Discretizations. J. Sci. Comput. 2 S. Gottlieb, C.W. Shu and E. Tadmor, Strong Stability Preserving High Order Time Discretization Methods SIAM review vol. 43 no. 1 (2001), pp. 89-112
Leonardo S. de B. Alves (UFF) Gabriel de Moraes (IME) CONEM 2012 2 / 42
Methodology
Forward Euler Method
From a method of lines approximation of hyperbolic conservation law : ut = f (u)x the rst-order forward Euler time discretization gives, un+1 = un + tF (un ) and linear stability dictates the larger allowable time step (CFL), t tF E . (3) (2) (1)
Leonardo S. de B. Alves (UFF)
Gabriel de Moraes (IME)
CONEM 2012
3 / 42
Methodology
SSP High-Order Methods
If is assumed that eq.2 is stable under a certain norm (or a convex functional), un+1 un (4)
then a SSP high order time discretization maintains this stability under a suitable restriction on the time step. t ctF E . (5)
CONEM 2012
4 / 42
Methodology
The Shu-Osher formulation

The Shu-Osher formulation rearranges each stage of the Runge-Kutta method into convex combinations of forward Euler steps ,
i 1 i 1
(i)
=
j =0
i,j u
(j )
+ti,j F (u
(j )
j =0
i,j u(j ) +t
i,j F (u(j ) ) i,j
(6) and, the solution obtained by the Runge-Kutta method satises the strong stability bound under the time step restriction: ij |ij |
t c(, )tF E
where
c(, ) = minij
(7)
CONEM 2012
5 / 42
Methodology
Total Variation Diminishing (TVD) property
The Total Variation (TV) of the one-dimension discrete solution does not increase in time, the so-called TVD property holds: T V (un+1 ) T V (un ), T V (un ) =
j n | un j +1 uj |
(8)
(9)
Thus, by the SSP approach is possible develop a TVD scheme for higher orders.
CONEM 2012
6 / 42
Methodology
Explicit Scheme
Explicit SSPRK (2,2)
The optimal explicit two-stage second order (2,2) SSP Runge-Kutta method written in the Shu-Osher form: k (1) = un + tF (un ), 1 1 1 = un + k (1) + tF (k (1) ). 2 2 2
(10) (11)
un+1
for this method the SSP coecient is c = 1, t 1tF E (12)
CONEM 2012
7 / 42
Methodology
Implicit Scheme
Implicit SSPRK (1,2)
The second order implicit Runge-Kutta method based on midpoint rule is given, 1 k (1) = un + tF (k (1) ), 2 1 un+1 = k (1) + tF (k (1) ), 2 for this method the SSP coecient is c = 2. t 2tF E
(13) (14)
(15)
CONEM 2012
8 / 42
Methodology
Implicit Scheme
Spatial discretization
Conservative rst order upwind approximation, F (x) = 1 (f (ui ) f (ui1 )). x (16)
This spatial discretization is TVD for t x when coupled with forward Euler in time.
CONEM 2012
9 / 42
Numerical Investigation
Numerical Investigation : Burgers Equation
Numerical simulations were made on the invicid Burgers equation: ut + f (u)x = 0, Considering, f (u) =
u2 2
(17)
, the initial data, u(x, 0) = 1 1 sin(x) 2 4 (18)
and periodic boundary conditions.
CONEM 2012
10 / 42
Results
Time step barrier investigation
Explicit scheme - Solution

dt = 1.4 dx dt = 1.2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
Figure: Invicid Burgers solution 1.0s.
CONEM 2012
11 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
Figure: Invicid Burgers solution at t= 1.2s.
CONEM 2012
12 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
Figure: Invicid Burgers solution at= 1.4s.
CONEM 2012
13 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
14 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754 0.752
0.7
0.75 0.748 0.746
0.6
0.744 0.41
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
15 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
16 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
17 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
18 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
19 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
20 / 42
Results

dt = 1.4 dx dt = 1.2 dx
0.754
0.76
0.752
0.75
0.7
0.75
0.74
0.748
0.73
0.746
0.6
0.744 0.41
0.485
0.49
0.495
0.5
0.505
0.42
0.43
0.44
u/U 0
0.5
0.4
0.3 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x/L
CONEM 2012
21 / 42
Results
Explicit scheme - dt = 1.0 dx
3 2.75 2.5
1 0.99 0.98 0.97 0.96
Average Order
2.25 2 1.75 1.5 1.25
0.95
TV
0.25 0.5 0.75 1
0.94 0.93 0.92 0.91 0.9 0.89 0.88
x/L
0.5
1.5
2.5
time(s)
(a) Temporal Order Preserved

Leonardo S. de B. Alves (UFF) Gabriel de Moraes (IME)
(b) TVD Preserved

CONEM 2012 22 / 42
Results
Behavior Beyond time step Barrier - dt = 1.2 dx
1.5
1 0.99 0.98
1.25
0.97 0.96 0.95
Average Order
TV
0.25 0.5 0.75 1
0.94 0.93 0.92
0.75
0.91 0.9 0.89 0.88
x/L
0.5
1.5
2.5
time(s)
(c) Temporal Order Reduction

(d) TVD Preserved

CONEM 2012 23 / 42
Results
Behavior Beyond time step Barrier - dt = 1.4 dx
-6 -7 -8 -9
13 12 11 10 9 8
Average Order
-10
TV
0.25 0.5 0.75 1 1.25 1.5 1.75 2
-11 -12 -13 -14 -15 -16 -17
7 6 5 4 3 2 1 0.5 1 1.5 2 2.5 3
x/L
time(s)
(e) Loss of Temporal Precision

(f) TVD violated

CONEM 2012 24 / 42
Results
Implicit scheme - Solution

dt = 3 dx dt = 2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
25 / 42
Results

dt = 3 dx dt = 2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
26 / 42
Results

dt = 3 dx dt = 2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
27 / 42
Results

dt = 3 dx dt = 2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
28 / 42
Results

dt = 3 dx dt = 2 dx
0.7
0.6
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
29 / 42
Results

dt = 3 dx dt = 2 dx
0.751 0.75
0.7
0.749 0.748 0.747 0.746
0.6
0.745
0.499
0.4995
0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
30 / 42
Results

dt = 3 dx dt = 2 dx
0.7485
0.751 0.74825 0.750.748

0.74775 0.749
0.7
0.748 0.747
0.7475
0.74725 0.747
0.746 0.74675
0.6
0.745
0.546 0.547 0.548 0.5490.550.551 0.552 0.499 0.4995 0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
31 / 42
Results

dt = 3 dx dt = 2 dx
0.751 0.75
0.742
0.7
0.749 0.748 0.747 0.746

0.741 0.598 0.599 0.6 0.7415
0.6
0.745
0.499
0.4995
0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
32 / 42
Results

dt = 3 dx dt = 2 dx
0.751 0.75
0.7
0.749 0.748 0.747 0.746
0.6
0.745
0.499
0.4995
0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
33 / 42
Results

dt = 3 dx dt = 2 dx
0.751 0.75
0.7
0.749 0.748 0.747 0.746
0.6
0.745
0.499
0.4995
0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
34 / 42
Results

dt = 3 dx dt = 2 dx
0.751 0.75
0.7
0.749 0.748 0.747 0.746
0.6
0.745
0.499
0.4995
0.5
u/U 0
0.5
0.4
0.3 0 0.25 0.5 0.75 1
x/L
CONEM 2012
35 / 42
Results
Implicit scheme - dt = 2.0 dx
3 2.75 2.5
1.03 1.02 1.01 1 0.99 dt = 2 dx
Average Order
2.25 2 1.75 1.5 1.25
TV
0 0.25 0.5 0.75 1
0.98 0.97 0.96 0.95 0.94 0.93 0.92 1 2 3
x/L
Time (s)
(a) Temporal Order Preserved

(b) TVD Preserved

CONEM 2012 36 / 42
Results
Behavior Beyond time step Barrier dt = 3.0 dx
3 2.75 2.5
1.03 1.02 1.01 1 0.99 dt = 3 dx
Average Order
2.25 2 1.75 1.5 1.25
TV
0 0.5 1 1.5 2
0.98 0.97 0.96 0.95 0.94 0.93 0.92 1 2 3
x/L
Time (s)
(c) Temporal Order Preserved

(d) TVD violated

CONEM 2012 37 / 42
Explicit VS. Implicit
Explicit or Implicit, the question remains
For classical stability properties (such as linear stability or B-stability), implicit methods exist that are stable under arbitrarily large timesteps.... ...The question is, then, whether the allowable step-size can be large enough to oset the extra computational eort required in the implicit solution of the resulting system at each iteration.
Reference: Sigal Gottlieb, David I. Ketcheson, and Chi-Wang Shu. 2009. High Order Strong Stability Preserving Time Discretizations. J. Sci. Comput. 38, 3 (March 2009), 251-289. DOI=10.1007/s10915-008-9239-z http://dx.doi.org/10.1007/s10915-008-9239-z
CONEM 2012
38 / 42
100 10 10
-1
100 Explicit Implicit 10-1 10

-2
Explicit Implicit
-2
10-3
10-3
L2 error
10 10 10 10 10
-5
L2 error
-2 -1 0 1 2 3 4
10
-4
10
-4
10-5 10-6 10 10 10
-7
-6
-7
-8
-8
-9
-9
10
10
10
10
10
10
10
10
-2
10
-1
10
10
10
10
10
CPU Time (s)
CPU Time (s)
(e) t = 0.5s
(f) t = 1.0s
CONEM 2012 39 / 42
100
x
100
x x x x x x x x x x
10 10
-1
Explicit Implicit
10-1 10
-2
Explicit Implicit
-2
10-3
10-3
L2 error
10 10 10 10 10
-5
L2 error
x
3 4
10
-4
10
-4
10-5 10-6 10 10 10
-7
-6
-7
-8
-8
-9
-9
10
-2
10
-1
10
10
10
10
10
10
-2
10
-1
10
10
10
10
10
CPU Time (s)
CPU Time (s)
(g) t = 2.0s
(h) t = 3.0s
CONEM 2012 40 / 42
Conclusions and future work
Conclusions
All theoretical SSP barriers were numerically veried ; Comparisons are going to be extended to new schemes (higher-order in time and space) and test cases (incompressible and compressible ows) Implicit-Explicit (IMEX) schemes must be included in the analysis as well.
CONEM 2012
41 / 42
Thank you
CONEM 2012
42 / 42

Analysis of Strong Stability Preserving Runge-Kutta Time Discretization

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ANALYSIS OF STRONG STABILITY PRESERVING RUNGE-KUTTA TIME DISCRETIZATION

Hyperbolic PDEs Nonlinear numerical stability

Forward Euler Method

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

SSP High-Order Methods

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

The Shu-Osher formulation

i,j F (u(j ) ) i,j

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Total Variation Diminishing (TVD) property

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Explicit SSPRK (2,2)

for this method the SSP coecient is c = 1, t 1tF E (12)

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Implicit SSPRK (1,2)

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Numerical Investigation : Burgers Equation

, the initial data, u(x, 0) = 1 1 sin(x) 2 4 (18)

and periodic boundary conditions.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

Figure: Invicid Burgers solution 1.0s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

Figure: Invicid Burgers solution at t= 1.2s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

Figure: Invicid Burgers solution at= 1.4s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

Figure: Invicid Burgers solution at= 1.6s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

0.75 0.748 0.746

Figure: Invicid Burgers solution at= 1.8s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution

Figure: Invicid Burgers solution at= 2.0s.

Leonardo S. de B. Alves (UFF)

Gabriel de Moraes (IME)

Time step barrier investigation

Explicit scheme - Solution