Exponentially fitted two-derivative DIRK methods for oscillatory differential equations

TL;DR

This paper introduces a new class of exponentially fitted two-derivative diagonally implicit Runge--Kutta methods specifically designed for efficiently solving oscillatory differential equations, demonstrating superior accuracy and efficiency through numerical tests.

Contribution

The paper develops a novel class of EFTDDIRK methods with order conditions, exponential fitting, and optimized stability properties for oscillatory problems.

Findings

New EFTDDIRK methods achieve higher accuracy for oscillatory solutions.

Optimized schemes outperform non-optimized versions in stability and phase-lag.

Numerical experiments confirm superior efficiency compared to existing methods.

Abstract

In this work, we construct and derive a new class of exponentially fitted two-derivative diagonally implicit Runge--Kutta (EFTDDIRK) methods for the numerical solution of differential equations with oscillatory solutions. First, a general format of so-called modified two-derivative diagonally implicit Runge--Kutta methods (TDDIRK) is proposed. Their order conditions up to order six are derived by introducing a set of bi-coloured rooted trees and deriving new elementary weights. Next, we build exponential fitting conditions in order for these modified TDDIRK methods to treat oscillatory solutions, leading to EFTDDIRK methods. In particular, a family of 2-stage fourth-order, a fifth-order, and a 3-stage sixth-order EFTDDIRK schemes are derived. These can be considered as superconvergent methods. The stability and phase-lag analysis of the new methods are also investigated, leading to optimized fourth-order schemes, which turn out to be much more accurate and efficient than their non-optimized versions. Finally, we carry out numerical experiments on some oscillatory test problems. Our numerical results clearly demonstrate the accuracy and efficiency of the newly derived methods when compared with existing implicit Runge--Kutta methods and two-derivative Runge--Kutta methods of the same order in the literature.