A SEMI-LAGRANGIAN RUNGE-KUTTA METHOD FOR TIME-DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS
Author(s) -
Daniel X. Guo
Publication year - 2013
Publication title -
journal of applied analysis and computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.55
H-Index - 21
eISSN - 2158-5644
pISSN - 2156-907X
DOI - 10.11948/2013018
Subject(s) - mathematics , runge–kutta methods , trajectory , partial differential equation , mathematical analysis , interpolation (computer graphics) , lagrangian , path (computing) , ordinary differential equation , differential equation , computer science , classical mechanics , physics , motion (physics) , astronomy , programming language
In this paper, a Semi-Lagrangian Runge-Kutta method is proposed to com-pute the numerical solution of time-dependent partial di®erential equations.The method is based on Lagrangian trajectory or the integration from the de-parture points to the arrival points (regular nodes). The departure points aretraced back from the arrival points along the trajectory of the path. The highorder interpolation is needed to compute the approximations of the solutionson the departure points, which most likely are not the regular nodes. On thetrajectory of the path, the similar techniques of Runge-Kutta are applied to theequations to generate the high order Semi-Lagrangian Runge-Kutta method.The numerical examples show that this method works very effient for thetime-dependent partial di®erential equations.
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