Joachim Rang

An analysis of the Prothero-Robinson example for constructing new DIRK and ROW methods

This note analyses the order reduction phenomenon of diagonally implicit Runge-Kutta methods (DIRK methods) and Rosenbrock-Wanner methods (ROW methods) applied on the Prothero-Robinson example. New order conditions to reduce order reduction are derived, and a new third-order DIRK and ROW method is created. The new schemes are applied to the Prothero-Robinson example and on the semi-discretised incompressible Navier-Stokes equations. Numerical examples show that the new methods have better convergence properties than comparable methods.

Improved traditional Rosenbrock-Wanner methods for stiff ODEs and DAEs

Rosenbrock-Wanner methods usually have order reduction if they are applied to stiff ordinary differential or differential algebraic equations. Therefore, in several papers further order conditions are derived to reduce this effect. In Rang (2014) the example of Prothero and Robinson (1974) is analysed to find further order conditions. In this paper we consider traditional ROW methods such as ROS3P (Lang and Verwer, 2001), ROS3Pw (Rang and Angermann, 2005), ROS3PL (Lang and Teleaga, 2008), and RODASP (Steinebach, 1995) and improve these methods such that these further order conditions are satisfied. Numerical examples show the advantages of the new methods.

A New Stiffly Accurate Rosenbrock-Wanner Method for Solving the Incompressible Navier-Stokes Equations

One possibility to solve stiff ODEs like the example of Prothero and Robinson [21] or differential algebraic equations are Runge-Kutta methods (RK methods) [9, 31]. Explicit RK methods may not be a good choice since for getting a stable numerical solution a stepsize restriction should be accepted, i.e. the problem should be solved with very small timesteps. Therefore it might be better to use implicit or linear implicit RK methods, so-called Rosenbrock–Wanner methods. Fully implicit RK methods may be ineffective for solving high dimensional ODEs since they need a high computational effort to solve the huge nonlinear system. Therefore we consider in this note diagonally implicit RK methods (DIRK methods).

An Optimal Configuration of an Aircraft with High Lift Configuration Using Surrogate Models and Optimisation Under Uncertainties

Nowadays many simulations are computationally expensive, which is disadvantageous if one is interested in the quantification of uncertainties, parameter studies or in finding an optimal or robust design. Therefore often so-called surrogate models are designed, which are a good approximation of the original model but computationally less expensive.