Article ID Journal Published Year Pages File Type
4646253 Applied Numerical Mathematics 2008 24 Pages PDF
Abstract

We study the order of consistency and convergence which arises when implicit Runge–Kutta–Nyström methods are used for the time discretization of linear second-order in time partial differential equations. The order reduction observed in practice, including its fractional part, is obtained. Using an abstract formulation, it is also proved that this phenomenon can be completely avoided with suitable boundary values for the internal stages. Thanks to recent results of stability, we obtain convergence with optimal order even when arbitrarily stiff space discretizations are integrated by using Runge–Kutta–Nyström methods with infinite interval of stability. The numerical experiments confirm that the optimal order can be reached.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics