Explicit and implicit error inhibiting schemes with post-processing

Adi Ditkowski, Sigal Gottlieb*, Zachary J. Grant

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge–Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global error that is completely determined by analysis of the local truncation error. In prior work we investigated the interplay between the local truncation error and the global error to construct error inhibiting schemesthat control the accumulation of the local truncation error over time, resulting in a global error that is one order higher than expected from the local truncation error. In this work we extend our error inhibiting framework introduced in [6] to include a broader class of time-discretization methods that allows an exact computation of the leading error term, which can then be post-processed to obtain a solution that is two orders higher than expected from truncation error analysis. We define sufficient conditions that result in a desired form of the error and describe the construction of the post-processor. A number of new explicit and implicit methods that have this property are given and tested on a variety of ordinary and partial differential equations. We show that these methods provide a solution that is two orders higher than expected from truncation error analysis alone.

Original languageEnglish
Article number104534
JournalComputers and Fluids
Volume208
DOIs
StatePublished - 15 Aug 2020

Funding

FundersFunder number
United States Government
U.S. Department of EnergyDe-AC05-00OR22725
Air Force Office of Scientific ResearchN00014-18-1-2255, FA9550-18-1-0383
Advanced Scientific Computing Research

    Keywords

    • Error inhibiting methods
    • General linear methods
    • Post-processing
    • Strong stability preserving methods
    • Time stepping methods

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