A numerical study of Diagonally split Runge-Kutta methods for PDEs with discontinuities

Diagonally split Runge-Kutta (DSRK) time discretization methods are a class of implicit time-stepping schemes which offer both high-order convergence and a form of nonlinear stability known as unconditional contractivity. This combination is not possible within the classes of Runge-Kutta or linear multistep methods and therefore appears promising for the strong stability preserving (SSP) time-stepping community which is generally concerned with computing oscillation-free numerical solutions of PDEs. Using a variety of numerical test problems, we show that although second- and third-order unconditionally contractive DSRK methods do preserve the strong stability property for all time step-sizes, they suffer from order reduction at large step-sizes. Indeed, for time-steps larger than those typically chosen for explicit methods, these DSRK methods behave like first-order implicit methods. This is unfortunate, because it is precisely to allow a large time-step that we choose to use implicit methods. These results suggest that unconditionally contractive DSRK methods are limited in usefulness as they are unable to compete with either the first-order backward Euler method for large step-sizes or with Crank-Nicolson or high-order explicit SSP Runge-Kutta methods for smaller step-sizes. We also present stage order conditions for DSRK methods and show that the observed order reduction is associated with the necessarily low stage order of the unconditionally contractive DSRK methods. © 2007 Springer Science+Business Media, LLC