Spatial Manifestations of Order Reduction, and Remedies via Weak Stage Order
Presenter
January 13, 2022
Abstract
Order reduction, i.e., the convergence of the solution at a lower rate than the formal order of the chosen time-stepping scheme, is a fundamental problem in stiff ODEs, and particularly in PDE IBVPs. Runge-Kutta schemes with high stage order provide a remedy, but unfortunately high stage order is incompatible with DIRK schemes. We first highlight the spatial manifestations of order reduction in PDE IBVPs. Then we introduce the concept of weak stage order, and (a) demonstrate how it overcomes order reduction in important linear PDE problems; and (b) how high-order DIRK schemes can be constructed that are devoid of order reduction.