Construction of A-stable explicit last-stage diagonal implicit Runge–Kutta (ELDIRK) methods

Abstract

ELDIRK methods are defined to have an Explicit Last stage in the general Butcher array of Diagonal Implicit Runge-Kutta methods, with the consequence, that no additional system of equations must be solved, compared to the embedded RK method. Two general formulations for second- and third-order ELDIRK methods have been obtained recently in Mahnken [21] with specific schemes, e.g. for the embedded implicit Euler method, the embedded trapezoidal-rule and the embedded Ellsiepen method. In the first part of this paper, we investigate some general stability characteristics of ELDIRK methods, and it will be shown that the above specific RK schemes are not A-stable. Therefore, in the second part, the above-mentioned general formulations are used for further stability investigations, with the aim to construct new second- and third-order ELDIRK methods which simultaneously are A-stable. Two numerical examples are concerned with the curing for a thermosetting material and phase-field RVE modeling for crystallinity and orientation. The numerical results confirm the theoretical results on convergence order and stability.