Linearly stabilized schemes for the time integration of stiff nonlinear PDEs

DOI10.1007/S10915-021-01477-0MaRDI QIDQ2031876zbMATH OpenOpenAlexWikidataFDO

Authors Kevin K. W. Chow, Steven J. Ruuth

Publication date 15 June 2021

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.12340, http://summit.sfu.ca/item/16938

zbMATH Keywords

exponential time differencingIMEX methodsstabilitystiff nonlinear PDEstime stepping

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Abstract: In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other hand, if the stiff component is nonlinear, the complexity and cost per step of using an implicit method is heightened, and explicit methods may be preferred for their simplicity and ease of implementation. In this article, we analyze new and existing linearly stabilized schemes for the purpose of integrating stiff nonlinear PDEs in time. These schemes compute the nonlinear term explicitly and, at the cost of solving a linear system with a matrix that is fixed throughout, are unconditionally stable, thus combining the advantages of explicit and implicit methods. Applications are presented to illustrate the use of these methods.

Review text

The paper is concerned with the numerical solution of initial-boundary value problems with a nonlinear stiff component, which makes implicit methods costly. To overcome this drawback, but nevertheless retain stability, the authors propose to use linearly stabilized schemes where, after adding and re-subtracting a linear stiff term, the nonlinearity is treated explicitly, and the new linear stiff component implicitly. The authors propose and analyze some existing and new linearly implicit schemes. Numerical examples illustrate the results.

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Cited in

(10)

• A stability preserved time-integration method for nonlinear advection-diffusion-reaction processes
• A novel hybrid scheme for solving stiff nonlinear partial differential equations
• On the Stability of Unconditionally Positive and Linear Invariants Preserving Time Integration Schemes
• Linearly implicit methods for nonlinear PDEs with linear dispersion and dissipation
• Third-order accurate, large time-stepping and maximum-principle-preserving schemes for the Allen-Cahn equation
• On the maximum principle and high-order, delay-free integrators for the viscous Cahn–Hilliard equation
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• Unconditionally maximum-principle-preserving parametric integrating factor two-step Runge-Kutta schemes for parabolic sine-Gordon equations
• An effective and accurate semi-implicit time integration scheme for dynamics in nearly- and fully-incompressible hyperelastic solids
• On stabilized integration for time-dependent PDEs

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Uses Software

• mftoolbox
• Expokit

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