Abstract
This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries (KdV) equation, using implicit-explicit (IMEX) Runge-Kutta (RK) time integration methods combined with either finite difference (FD) or local discontinuous Galerkin (DG) spatial discretization. We analyze the stability of the fully discrete scheme, on a uniform mesh with periodic boundary conditions, using the Fourier method. For the linearized KdV equation, the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy (CFL) condition \(\tau \leqslant \hat{\lambda } h\). Here, \(\hat{\lambda }\) is the CFL number, \(\tau\) is the time-step size, and h is the spatial mesh size. We study several IMEX schemes and characterize their CFL number as a function of \(\theta =d/h^2\) with d being the dispersion coefficient, which leads to several interesting observations. We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods. Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.
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Acknowledgements
The work of Z. Sun is partially supported by the NSF under Grant DMS-2208391. The work of Y. **ng is partially sponsored by the NSF under Grant DMS-1753581.
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Appendix A Proof of Lemmas 1 and 2 in the Simple Case
Appendix A Proof of Lemmas 1 and 2 in the Simple Case
In this Appendix, we consider (2, 2, p) and (2, 3, p) IMEX methods coupled with an FD or a \(P^1\)-DG spatial discretization. We will prove Lemma 1 for the (2, 2, p) method in both cases and extend the proof to prove Lemma 2 for the (2, 3, p) method. Our analysis further enables us to adapt these proofs for (3, 3, p), (4, 3, p), and (3, 4, p) methods when combined with FD discretizations. For \(P^2\)-DG discretizations, the analysis becomes considerably more challenging, and we have checked both lemmas hold under the continuity assumption
using the software Mathematica.
Recall the tableaux for (2, 2, p) and (2, 3, p) methods take the forms (17) and (18). We will discuss the case with an FD or a \(P^1\)-DG spatial discretization separately.
1.1 Appendix A.1 Spectral Analysis with FD Spatial Discretization
1.1.1 Appendix A.1.1 Proof of Lemma 1 with a (2, 2, p) Method Coupled with FD
We first consider a (2, 2, p) method, and aim to prove Lemma 1. When using an FD discretization, C and D from (5) are scalars that depend on \(z=\omega h\). Applying the IMEX method (17) to (19) yields the following stage equations after rearranging terms:
where \(K_1\), \(K_2\), and K are given by
The goal is to show for fixed \(\lambda\) and z
Since K is a scalar, the first two equalities are obvious, and we focus on showing the last equality by evaluating the limit of K. For fixed \(\lambda\) and z, we observe that C and D do not depend on \(\theta\), and that both \(K_1\) and \(K_2\) are rational functions of the variable \(\theta\). When \(\theta \rightarrow \infty\), it is easy to observe that \(M_{ii}=O(1/\theta )\). Therefore, \(K_1\) is at the level of \(O(1/\theta )\) and \(K_2\) is at the level of \(O(1/\theta +1/\theta ^2)\), which leads to
In addition, we have
Following a similar analysis leads to the limit of the last term
Combining all these results yields
which finishes the proof of (A2). The same analysis can be extended to prove Lemma 1 for (3, 3, p) and (4, 3, p) IMEX methods coupled with an FD discretization. We omit these details for brevity.
1.1.2 Appendix A.1.2 Proof of Lemma 2 with a (2, 3, p) Method Coupled with FD
Next, we consider a (2, 3, p) method (18), and aim to prove Lemma 2 by adapting the above proof. Applying this method to (5) yields the same definition of \(M_{ii}\) but with \(K_1\), \(K_2\), and K defined as
The goal is to show for fixed \(\lambda\) and z
where
Following the same analysis as before, we observe that both \(K_1\) and \(K_2\) are at the level of \(O(1/\theta )\), and
Similarly, we have
Therefore, combining all these analyses yields
which finishes the proof of (A4). Again, the same analysis can be extended to prove Lemma 2 for (3, 4, p) IMEX methods coupled with an FD discretization, which is omitted for brevity.
1.2 Appendix A.2 Spectral Analysis with \(P^1\)-DG Spatial Discretization
1.2.1 Appendix A.2.1 Proof of Lemma 1 with a (2, 2, p) Method Coupled with \(P^1\)-DG
Next, we will prove Lemma 1 for a (2, 2, p) IMEX method with a \(P^1\)-DG discretization. Now, C and D from (5) become matrices depending on \(z=\omega h\), and we denote
Applying the IMEX method (17) to (5) yields the following stage equations after rearranging terms:
where \(K_1\), \(K_2\), and K are given by (A1a)–(A1c), and
with \(\gamma _{ii}=(\lambda \theta a_{ii})^2\det (D)-(\lambda \theta )\textrm{tr}(D)+1\). The goal is to show for fixed \(\lambda\) and z
To prove the first equality of (A8), namely, the continuity of \(\rho (K)\) with respect to \(\theta\), we assume the matrix K is a \(2\times 2\) matrix with entries \(k_{11}, k_{12}, k_{21}, k_{22}\). Its spectral radius \(\rho (K)\) is given by
Supposing the limit of K exists (as will be shown later), we have
Now, it suffices to determine the limit of K. To simplify the calculation, we first evaluate limits of \(K_1\), \(\theta K_1\), \(K_2\), and \(\theta K_2\). It can be shown that
To compute the limit of \(K_2\), we will consider the limits of its three terms, \(M_{22}\), \(\lambda \tilde{a}_{21}M_{22}CK_1\), and \(\lambda a_{21}M_{22}D\theta K_1\) separately. The limit of the first term can be computed similarly to that of \(K_1\)
For the second term, we have
since the highest order term in the numerator is at the level of \(O(\theta ^2)\) and that \(\gamma _{11}\gamma _{22}\) is at the level of \(O(\theta ^4)\). Similarly, we have
since the highest order term in the numerator is at the level of \(O(\theta ^3)\). Putting these three limits together leads to
To determine the limit of \(\theta K_2\), we can once again analyze its three terms separately. Based on our previous analysis, we can obtain
Collecting all three limits together yields
Since C and D are independent of \(\theta\), using the limits of \(K_1\), \(\theta K_1\), \(K_2\), and \(\theta K_2\) leads to
which finishes the proof of (A8), after utilizing the continuity assumption (19).
1.2.2 Appendix A.2.2 Proof of Lemma 2 with a (2, 3, p) Method Coupled with \(P^1\)-DG
In the end, we consider a (2, 3, p) method (18) with a \(P^1\)-DG discretization, and aim to prove Lemma 2 by adapting the above proof. Applying this method to (5) yields the same stage equations (A6), with \(K_1\), \(K_2\), and K defined in (A3) and \(M_{ii}\) defined in (A7). The goal is to show for fixed \(\lambda\) and z
with \(\alpha\) defined in (A5).
The continuity of \(\rho (K)\) in \(\theta\) can be verified as that in the previous section. To validate the second equality in (A12), we compute the limits of \(K_1, \theta K_1, K_2, \theta K_2\) separately. Following the analysis in (A9), we have
Similarly, (A10) leads to
We again determine the limit of \(K_2\) by considering the limits of three terms separately. Following the same analysis in deriving (A11), we have
To determine the limit of \(\theta K_2\), we can once again analyze its three terms separately. Using the results from the previous analysis, we can obtain
Collecting all three limits together yields
Since C and D are independent of \(\theta\), using the limits of \(K_1\), \(\theta K_1\), \(K_2\), and \(\theta K_2\) leads to
With this formulation of the limit of K and the continuity of \(\rho (K)\) in \(\theta\), it can be shown that
This finishes the proof of Lemma 2 for (2, 3, p) IMEX methods with a \(P^1\)-DG spatial discretization.
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Hunter, J., Sun, Z. & **ng, Y. Stability and Time-Step Constraints of Implicit-Explicit Runge-Kutta Methods for the Linearized Korteweg-de Vries Equation. Commun. Appl. Math. Comput. 6, 658–687 (2024). https://doi.org/10.1007/s42967-023-00285-7
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DOI: https://doi.org/10.1007/s42967-023-00285-7
Keywords
- Linearized Korteweg-de Vries (KdV) equation
- Implicit-explicit (IMEX) Runge-Kutta (RK) method
- Stability
- Courant-Friedrichs-Lewy (CFL) condition
- Finite difference (FD) method
- Local discontinuous Galerkin (DG) method