Siqi Wei


DOI bib
Fractional-step Runge–Kutta methods: Representation and linear stability analysis
Raymond J. Spiteri, Siqi Wei
Journal of Computational Physics, Volume 476

Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as generalized additive Runge--Kutta (GARK) methods, and thus the representation and analysis of such methods can be done through the GARK framework. We show how the general Butcher tableau representation and linear stability of such methods are related to the coefficients of the splitting method, the individual sub-integrators, and the order in which they are applied. We use this framework to explain some observations in the literature about fractional-step methods such as the choice of sub-integrators, the order in which they are applied, and the role played by negative splitting coefficients in the stability of the method.


DOI bib
Qualitative property preservation of high-order operator splitting for the SIR model
Siqi Wei, Raymond J. Spiteri
Applied Numerical Mathematics, Volume 172

The susceptible-infected-recovered (SIR) model is perhaps the most basic epidemiological model for the evolution of disease spread within a population. Because of its direct representation of fundamental physical quantities, a true solution to an SIR model possesses a number of qualitative properties, such as conservation of the total population or positivity or monotonicity of its constituent populations, that may only be guaranteed to hold numerically under step-size restrictions on the solver. Operator-splitting methods with order greater than two require backward sub-steps in each operator, and the effects of these backward sub-steps on the step-size restrictions for guarantees of qualitative correctness of numerical solutions are not well studied. In this study, we analyze the impact of backward steps on step-size restrictions for guaranteed qualitative properties by applying third- and fourth-order operator-splitting methods to the SIR epidemic model. We find that it is possible to provide step-size restrictions that guarantee qualitative property preservation of the numerical solution despite the negative sub-steps, but care must be taken in the choice of the method. Results such as this open the door for the design and application of high-order operator-splitting methods to other mathematical models in general for which qualitative property preservation is important.