Fourth-Order Paired-Explicit Runge-Kutta Methods

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Abstract

In this paper, we extend the Paired-Explicit Runge-Kutta (PERK) 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 PERK 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 demonstrate speedup for single-threaded program executions, shared-memory parallelism, i.e., multi-threaded executions and distributed-memory parallelism with MPI. We apply the multirate PERK 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 PERK schemes allow significant reductions in right-hand-side evaluations and wall-clock time, ranging from 66% up to factors greater than four. A reproducibility repository is provided which enables the reader to examine all results presented in this work.

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