Fourth-Order Paired-Explicit Runge-Kutta Methods

TL;DR

This paper develops fourth-order Paired-Explicit Runge-Kutta methods that are efficient, stable, and compatible with existing spatial discretizations, enabling faster simulations of PDEs with multiscale features.

Contribution

It introduces a new family of fourth-order Paired-Explicit Runge-Kutta methods with optimized stability properties and demonstrates their effectiveness in multirate PDE simulations.

Findings

Achieved up to 70% reduction in computational time.

Methods satisfy stability, convergence, and conservation properties.

Effective for multiscale PDE problems with variable wave speeds.

Abstract

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which leads to a family of fourth-order accurate methods. The employed form of the Butcher arrays results in a special structure of the stability polynomials, which needs to be adhered to for an efficient optimization of the domain of absolute stability. We demonstrate that the constructed fourth-order Paired-Explicit Runge-Kutta methods satisfy linear stability, internal consistency, designed order of convergence, and conservation of linear invariants. At the same time, these schemes are seamlessly coupled for codes employing a method-of-lines approach, in particular without any modifications of the spatial discretization. We apply the multirate Paired-Explicit Runge-Kutta (P-ERK) schemes to inviscid and viscous problems with locally varying wave speeds, which may be induced by non-uniform grids or multiscale properties of the governing partial differential equation. Compared to state-of-the-art optimized standalone methods, the multirate P-ERK schemes allow significant reductions in right-hand-side evaluations and wall-clock time, ranging from 40% up to factors greater than three.