Singly-Diagonally Implicit Runge-Kutta (SDIRK) Methods

ImplicitEuler: SDIRK Method A 1st order implicit solver. A-B-L-stable. Adaptive timestepping through a divided differences estimate via memory. Strong-stability preserving (SSP).

ImplicitMidpoint: SDIRK Method A second order A-stable symplectic and symmetric implicit solver. Good for highly stiff equations which need symplectic integration.

Andre Vladimirescu. 1994. The Spice Book. John Wiley & Sons, Inc., New York, NY, USA.

Trapezoid: SDIRK Method A second order A-stable symmetric ESDIRK method. "Almost symplectic" without numerical dampening. Also known as Crank-Nicolson when applied to PDEs. Adaptive timestepping via divided

@article{hosea1996analysis, title={Analysis and implementation of TR-BDF2}, author={Hosea, ME and Shampine, LF}, journal={Applied Numerical Mathematics}, volume={20}, number={1-2}, pages={21–37}, year={1996}, publisher={Elsevier} }

TRBDF2: SDIRK Method A second order A-B-L-S-stable one-step ESDIRK method. Includes stiffness-robust error estimates for accurate adaptive timestepping, smoothed derivatives for highly stiff and oscillatory problems.

@article{hindmarsh2005sundials, title={{SUNDIALS}: Suite of nonlinear and differential/algebraic equation solvers}, author={Hindmarsh, Alan C and Brown, Peter N and Grant, Keith E and Lee, Steven L and Serban, Radu and Shumaker, Dan E and Woodward, Carol S}, journal={ACM Transactions on Mathematical Software (TOMS)}, volume={31}, number={3}, pages={363–396}, year={2005}, publisher={ACM} }

SDIRK2: SDIRK Method An A-B-L stable 2nd order SDIRK method

@article{kvaerno2004singly, title={Singly diagonally implicit Runge–Kutta methods with an explicit first stage}, author={Kv{\ae}rn{\o}, Anne}, journal={BIT Numerical Mathematics}, volume={44}, number={3}, pages={489–502}, year={2004}, publisher={Springer} }

Kvaerno3: SDIRK Method An A-L stable stiffly-accurate 3rd order ESDIRK method

@article{hindmarsh2005sundials, title={{SUNDIALS}: Suite of nonlinear and differential/algebraic equation solvers}, author={Hindmarsh, Alan C and Brown, Peter N and Grant, Keith E and Lee, Steven L and Serban, Radu and Shumaker, Dan E and Woodward, Carol S}, journal={ACM Transactions on Mathematical Software (TOMS)}, volume={31}, number={3}, pages={363–396}, year={2005}, publisher={ACM} }

Cash4: SDIRK Method An A-L stable 4th order SDIRK method

E. Hairer, G. Wanner, Solving ordinary differential equations II, stiff and differential-algebraic problems. Computational mathematics (2nd revised ed.), Springer (1996)

Hairer4: SDIRK Method An A-L stable 4th order SDIRK method

E. Hairer, G. Wanner, Solving ordinary differential equations II, stiff and differential-algebraic problems. Computational mathematics (2nd revised ed.), Springer (1996)

Hairer42: SDIRK Method An A-L stable 4th order SDIRK method

@article{kvaerno2004singly, title={Singly diagonally implicit Runge–Kutta methods with an explicit first stage}, author={Kv{\ae}rn{\o}, Anne}, journal={BIT Numerical Mathematics}, volume={44}, number={3}, pages={489–502}, year={2004}, publisher={Springer} }

Kvaerno4: SDIRK Method An A-L stable stiffly-accurate 4th order ESDIRK metho

@article{kvaerno2004singly, title={Singly diagonally implicit Runge–Kutta methods with an explicit first stage}, author={Kv{\ae}rn{\o}, Anne}, journal={BIT Numerical Mathematics}, volume={44}, number={3}, pages={489–502}, year={2004}, publisher={Springer} }

Kvaerno5: SDIRK Method An A-L stable stiffly-accurate 5th order ESDIRK method