Problemas provenientes de química atmosférica, possuem uma característica especial denominada stiffness, indicando que as soluções dos sistemas de equações diferenciais ordinárias envolvidos variam em diferentes ordens de grandeza. Isso faz com que métodos numéricos adequados devam ser aplicados no intuito de obter soluções numéricas convergentes e estáveis. Os métodos mais eficazes para tratar este tipo de problema são os métodos implícitos, pois possuem uma região de estabilidade ilimitada que permite grandes variações no tamanho do passo, mantendo o erro de discretização dentro de uma dada tolerância. Mais precisamente, estes métodos possuem a propriedade de A-estabilidade ou A(alpha)-estabilidade. Neste trabalho, comparamos dois métodos numéricos com estas características: o método de Rosenbrock e a fórmula de diferenciação regressiva (métodos BDF). O primeiro é usado no módulo de Química do modelo CCATT-BRAMS do Centro de Previsão de Tempo e Estudos Climáticos (CPTEC), sendo incluído na previsão numérica de regiões com intensas fontes de poluição. Este é um método de passo simples implícito com um controle de passo adaptativo. Aqui empregamos também o segundo, um método de passo múltiplo que dispõe de uma fórmula que permite variação no tamanho do passo e na ordem, empregando o pacote LSODE. Os resultados de nossas comparações indicam que os métodos BDF podem se constituir em interessante alternativa para uso no CCATT-BRAMS. / Problems from atmospheric chemistry have a special characteristic denominated stiffness, indicating that the solutions of the involved ordinary differential equations systems vary in different scales. This means that appropriate methods should be applied in order to get convergent and stable numerical solutions. The most powerful methods to treat problems like this are implicit schemes, since they have unlimited stabity regions, allowing large variations in step size, keeping the discretization error within a given tolerance. More precisely, these methods have the A-stability or A(alpha)-stability properties. In this work, we compared two numerical methods with those characteristics: the Rosenbrock method and the backward differentiation formula (BDF). The first one is employed in the Chemistry package within CCATT-BRAMS local weather model of CPTEC (Center for Weather Forecasts and Climate Studies), which is mainly used for the numerical forecasting of regions with intense pollution. This is a implicit one-step method with an adaptative stepsize control. We compare it with the second method, a multistep method with a formula that allows variations in step size and order, with the help of the LSODE package. The results of our comparisons indicate that BDF methods are an interesting alternative to be used within CCATT-BRAMS.

Problemas provenientes de química atmosférica, possuem uma característica especial denominada stiffness, indicando que as soluções dos sistemas de equações diferenciais ordinárias envolvidos variam em diferentes ordens de grandeza. Isso faz com que métodos numéricos adequados devam ser aplicados no intuito de obter soluções numéricas convergentes e estáveis. Os métodos mais eficazes para tratar este tipo de problema são os métodos implícitos, pois possuem uma região de estabilidade ilimitada que permite grandes variações no tamanho do passo, mantendo o erro de discretização dentro de uma dada tolerância. Mais precisamente, estes métodos possuem a propriedade de A-estabilidade ou A(alpha)-estabilidade. Neste trabalho, comparamos dois métodos numéricos com estas características: o método de Rosenbrock e a fórmula de diferenciação regressiva (métodos BDF). O primeiro é usado no módulo de Química do modelo CCATT-BRAMS do Centro de Previsão de Tempo e Estudos Climáticos (CPTEC), sendo incluído na previsão numérica de regiões com intensas fontes de poluição. Este é um método de passo simples implícito com um controle de passo adaptativo. Aqui empregamos também o segundo, um método de passo múltiplo que dispõe de uma fórmula que permite variação no tamanho do passo e na ordem, empregando o pacote LSODE. Os resultados de nossas comparações indicam que os métodos BDF podem se constituir em interessante alternativa para uso no CCATT-BRAMS. / Problems from atmospheric chemistry have a special characteristic denominated stiffness, indicating that the solutions of the involved ordinary differential equations systems vary in different scales. This means that appropriate methods should be applied in order to get convergent and stable numerical solutions. The most powerful methods to treat problems like this are implicit schemes, since they have unlimited stabity regions, allowing large variations in step size, keeping the discretization error within a given tolerance. More precisely, these methods have the A-stability or A(alpha)-stability properties. In this work, we compared two numerical methods with those characteristics: the Rosenbrock method and the backward differentiation formula (BDF). The first one is employed in the Chemistry package within CCATT-BRAMS local weather model of CPTEC (Center for Weather Forecasts and Climate Studies), which is mainly used for the numerical forecasting of regions with intense pollution. This is a implicit one-step method with an adaptative stepsize control. We compare it with the second method, a multistep method with a formula that allows variations in step size and order, with the help of the LSODE package. The results of our comparisons indicate that BDF methods are an interesting alternative to be used within CCATT-BRAMS.

Tato práce se zabývá Runge--Kuttovými metodami pro počáteční problém. Práce začíná analýzou Eulerovy metody a odvozením podmínek řádu. Jsou představeny modifikované metody. Pro dvě z nich je určen jejich řád teoreticky a pro všechny je provedeno numerické testování řádu. Jsou představeny a numericky testovány dva typy metod s odhadem chyby, "embedded" metody a metody založené na modifikovaných metodách. V druhé části jsou odvozeny implicitní metody. Jsou představeny dva způsoby konstrukce implicitních "embedded" metod. Jsou zmíněny také diagonální implicitní metody. Na závěr jsou probrány dva druhy stability u metod prezentovaných v práci.

This thesis develops the methodology for solving initial boundary value problems with the use of summation-by-parts discretizations. The combination of high orders of accuracy and a systematic approach to construct provably stable boundary and interface procedures makes this methodology especially suitable for scientific computations with high demands on efficiency and robustness. Most classes of high order methods can be applied in a way that satisfies a summation-by-parts rule. These include, but are not limited to, finite difference, spectral and nodal discontinuous Galerkin methods. In the first part of this thesis, the summation-by-parts methodology is extended to the time domain, enabling fully discrete formulations with superior stability properties. The resulting time discretization technique is closely related to fully implicit Runge-Kutta methods, and may alternatively be formulated as either a global method or as a family of multi-stage methods. Both first and second order derivatives in time are considered. In the latter case also including mixed initial and boundary conditions (i.e. conditions involving derivatives in both space and time). The second part of the thesis deals with summation-by-parts discretizations on multi-block and hybrid meshes. A new formulation of general multi-block couplings in several dimensions is presented and analyzed. It collects all multi-block, multi-element and  hybrid summation-by-parts schemes into a single compact framework. The new framework includes a generalized description of non-conforming interfaces based on so called summation-by-parts preserving interpolation operators, for which a new theoretical accuracy result is presented.

This thesis is concerned with analysis and implementation of Time discontinuous Galerkin method. Important part of it is constructing of algorithm for solving nonlinear convection-diffusion equations, which combines Discontinuous Galerkin method in space (DGFEM) with Time discontinuous Galerkin method (TDG). Nonlinearity of the problem is overcome by damped Newton-like method. This approach provides easy adaptivity manipulation as well as high order approximation with respect to both space and time variables. The second part of the thesis is focused on Time discontinuous Galerkin method, applied to ordinary differential equations. It is shown that the solution of Time discontinuous Galerkin equals the solution obtained by Radau IIA implicit Runge-Kutta method in the roots of right Radau Quadrature. By virtue of this relation, error estimates of the order higher by one than the standard order can be obtained in these points. Furthermore, almost two times higher order can be achieved in the endpoints of the intervals of time discretization. Finally, the thesis deals with the phenomenon of stiffness, which may dramatically decrease the order of the applied method. The theoretical results are verified by numerical experiments. Powered by TCPDF (www.tcpdf.org)