Papers › Strong Stability Preserving Integrating Factor Two-step Runge--Kutta Methods
Strong Stability Preserving Integrating Factor Two-step Runge--Kutta Methods
Leah Isherwood, Zachary J. Grant, Sigal Gottlieb
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Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where the SSP property is needed, IMEX SSP Runge-Kutta (SSP-IMEX) methods have very restrictive time-steps. An alternative to SSP-IMEX schemes is to adopt an integrating factor approach to handle the linear component exactly and step the transformed problem forward using some time-evolution method. The strong stability properties of integrating factor Runge--Kutta methods were previously established, where it was shown that it is possible to define explicit integrating factor Runge-Kutta methods that preserve strong stability properties satisfied by each of the two components when coupled with forward Euler time-stepping. It was proved that the solution will be SSP if the transformed problem is stepped forward with an explicit SSP Runge-Kutta method that has non-decreasing abscissas. However, explicit SSP Runge-Kutta methods have an order barrier of p=4, and sometimes higher order is desired. In this work we consider explicit SSP two-step Runge--Kutta integrating factor methods to raise the order. We show that strong stability is ensured if the two-step Runge-Kutta method used to evolve the transformed problem is SSP and has non-decreasing abscissas. We find such methods up to eighth order and present their SSP coefficients. Adding a step allows us to break the fourth order barrier on explicit SSP Runge-Kutta methods; furthermore, our explicit SSP two-step Runge--Kutta methods with non-decreasing abscissas typically have larger SSP coefficients than the corresponding one-step methods.
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