The positivity of low-order explicit Runge-Kutta schemes applied in splitting methods

✍ Scribed by A Gerisch; R Weiner

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 930 KB
• Volume: 45
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(03)80007-x

✦ Synopsis

Splitting methods are frequently used for the solution of large stiff initial value problems of ordinary differential equations with an additively split right-hand side function. Such systems arise, for instance, as method of lines discretizations of evolutionary partial differential equations in many applications. We consider the choice of explicit Runge-Kutta (RK) schemes in implicit-explicit splitting methods. Our main objective is the preservation of positivity in the numerical solution of linear and nonlinear positive problems while maintaining a sufficient degree of accuracy and computational efficiency. A three-stage second-order explicit lCtK method is proposed which has optimized positivity properties. This method compares well with standard s-stage explicit RK schemes of order s, s --2, 3. It has advantages in the low accuracy range, and this range is interesting for an application in splitting methods. Numerical results are presented.