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Spatial Manifestations of Order Reduction in Runge-Kutta Methods for Initial Boundary Value Problems

Numerical Analysis 2023-08-22 v3 Numerical Analysis

Abstract

This paper studies the spatial manifestations of order reduction that occur when time-stepping initial-boundary-value problems (IBVPs) with high-order Runge-Kutta methods. For such IBVPs, geometric structures arise that do not have an analog in ODE IVPs: boundary layers appear, induced by a mismatch between the approximation error in the interior and at the boundaries. To understand those boundary layers, an analysis of the modes of the numerical scheme is conducted, which explains under which circumstances boundary layers persist over many time steps. Based on this, two remedies to order reduction are studied: first, a new condition on the Butcher tableau, called weak stage order, that is compatible with diagonally implicit Runge-Kutta schemes; and second, the impact of modified boundary conditions on the boundary layer theory is analyzed.

Keywords

Cite

@article{arxiv.1712.00897,
  title  = {Spatial Manifestations of Order Reduction in Runge-Kutta Methods for Initial Boundary Value Problems},
  author = {Rodolfo Ruben Rosales and Benjamin Seibold and David Shirokoff and Dong Zhou},
  journal= {arXiv preprint arXiv:1712.00897},
  year   = {2023}
}

Comments

41 pages, 9 figures

R2 v1 2026-06-22T23:05:16.320Z