A variable time-step-size code for advection-diffusion-reaction PDEs

DOI10.1016/J.APNUM.2012.06.024MaRDI QIDQ450907zbMATH OpenOpenAlexFDO

Authors S. González-Pinto, S. Pérez-Rodríguez

Publication date 26 September 2012

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2012.06.024

zbMATH Keywords

advection-diffusion-reaction equationapproximate matrix factorizationembedded pairsfinite differenceinitial value problemslocal error estimateradiation-diffusion problemsRunge-Kutta Radau IIA methodsemidiscretizationsingle-Newton iterationstability

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Review text

An adaptive method for the time integration of initial value problems in ordinary differential equations resulting from the spatial discretization of 2D or 3D PDEs of advection-diffusion-reaction type is developed. The spatial discretization is made by means of finite difference schemes and the time integration relies on the two stage Radau IIA method. Some stability results and a local error estimate are derived. The method is applied to four standard problems and the scheme is compared with already existing solvers.

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Cites work

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Cited in

(17)

• A finite volume method with linearisation in time for the solution of advection-reaction-diffusion systems
• Adaptive time step control for higher order variational time discretizations applied to convection-diffusion-reaction equations
• A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems
• Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs
• AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs
• An iterated Radau method for time-dependent PDEs
• W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs
• Splitting-methods based on approximate matrix factorization and Radau-IIA formulas for the time integration of advection diffusion reaction PDEs
• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• A fast compact exponential time differencing Runge-Kutta method for time-dependent advection-diffusion-reaction equations
• Adaptive Time-Stepping for Incompressible Flow Part I: Scalar Advection-Diffusion
• A time-adaptive integrator based on Radau methods for advection diffusion reaction PDEs
• Linearly implicit Runge-Kutta methods for advection-reaction-diffusion equations
• A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.
• Space-time parallel solvers for reaction-diffusion problems forming Turing patterns
• Implementation of a variable stepsize variable formula method in the time-integration part of a code for treatment of long-range transport of air pollutants
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU

Describes a project that uses

Uses Software

• IRKC
• LSODA
• RKC
• RODAS

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