Very High-Order A-stable Stiffly Accurate Diagonally Implicit Runge-Kutta Methods

11/26/2022

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by   Yousef Alamri, et al.

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A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes suitable for stiff and oscillatory systems. We present new A-stable schemes of orders six (the highest order of previously designed DIRK schemes) up to eight. For each order, we include one scheme that is only A-stable as well as one that is stiffly accurate and therefore L-stable. The stiffly accurate schemes require more stages but can be expected to give better results for highly stiff problems and differential-algebraic equations. The development of eighth-order schemes requires the highly accurate numerical solution of a system of 200 equations in over 100 variables, which is accomplished via a combination of global and local optimization. The accuracy and stability of the schemes is analyzed and tested on diverse problems.