Abstract
In this paper we consider the case of nonlinear convection-diffusion problems with a dominating convection term and we propose exponential integrators based on the composition of exact pure convection flows. These methods can be applied to the numerical integration of the considered PDEs in a semi-Lagrangian fashion. Semi-Lagrangian methods perform well on convection dominated problems (Pironneau in Numer. Math. 38:309–332, 1982; Hockney and Eastwood in Computer simulations using particles. McGraw-Hill, New York, 1981; Rees and Morton in SIAM J. Sci. Stat. Comput. 12(3):547–572, 1991; Baines in Moving finite elements. Monographs on numerical analysis. Clarendon Press, Oxford, 1994).
In these methods linear convective terms can be integrated exactly by first computing the characteristics corresponding to the gridpoints of the adopted discretization, and then producing the numerical approximation via an interpolation procedure.
Similar content being viewed by others
References
Ascher, U.M., Ruuth, S.J., Spiteri, R.: Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations. Appl. Numer. Math. 25, 151–167 (1997)
Ascher, U.M., Ruuth, S.J., Wetton, B.T.R.: Implicit-explicit methods for time-dependent partial differential equations. SIAM J. Numer. Anal. 32, 797–823 (1995)
Baines, M.J.: Moving Finite Elements. Monographs on Numerical Analysis. Clarendon Press, Oxford (1994)
Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods in Fluid Dynamics. Springer, Berlin (1988)
Crouch, P.E., Grossman, R.: Numerical integration of ordinary differential equations on manifolds. J. Nonlinear Sci. 3, 1–33 (1993)
Celledoni, E., Marthinsen, A., Owren, B.: Commutator-free Lie group methods. FCGS 19, 341–352 (2003)
Celledoni, E.: Eulerian and semi-Lagrangian commutator-free exponential integrators. CRM Proc. 39, 19 (2004)
Celledoni, E., Kometa, B.K.: Order conditions for the semi-Lagrangian exponential integrators. Preprint numerics nr. 4, Department of Mathematical Sciences, NTNU, Trondheim, Norway (2009)
Celledoni, E., Moret, I.: A Krylov projection method for systems of ODEs. Appl. Numer. Math. 24, 365–378 (1997)
Celledoni, E., Cohen, D., Owren, B.: Symmetric exponential integrators for the cubic Schroedinger equation. J. FoCM 8(3), 303–317 (2008)
Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, 2nd edn. Springer Series in Computational Mathematics. Springer, Berlin (1996)
Grava, T., Klein, C.: Numerical solution of the small dispersion limit of Korteweg-de Vries and Whitham equations. Commun. Pure Appl. Math. 60(11), 1623–1664 (2007)
Giraldo, F.X., Perot, J.B., Fischer, P.F.: A spectral element semi-Lagrangian (SESL) method for the spherical shallow water equations. J. Comput. Phys. 190, 623–650 (2003)
Hockney, R.W., Eastwood, J.W.: Computer Simulations Using Particles. McGraw-Hill, New York (1981)
Kennedy, C.A., Carpenter, M.H.: Additive Runge-Kutta schemes for convection-diffusion-reaction equations. Appl. Numer. Math. 44, 139–181 (2003)
Moret, I., Novati, P.: RD-rational approximations of the matrix exponential BIT. Numer. Math. 44, 595–615 (2004)
Owren, B.: Order conditions for commutator-free Lie group methods. J. Phys. A 39, 5585–5599 (2006)
Pirroneau, O.: On the transport-diffusion algorithm and its applications to the Navier-Stokes equations. Numer. Math. 38, 309–332 (1982)
Pietra, P., Pohl, C.: Weak limits of the quantum hydrodynamic model. VLSI Des. 9, 427–434 (1999)
Rees, M.D., Morton, K.W.: Moving point, particle and free Lagrange methods for convection-diffusion equations. SIAM J. Sci. Stat. Comput. 12(3), 547–572 (1991)
Tritton, D.J.: Physical Fluid Dynamics. Van Nostrand Reinhold, London (1977)
Xiu, D., Karniadakis, G.E.: A semi-Lagrangian high-order method for Navier-Stokes equation. J. Comput. Phys. 172, 658–684 (2001)
Zheng, Z., Petzold, L.: Runge-Kutta-Chebyshev projection method. J. Comput. Phys. 219(2), 976–991 (2006)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Celledoni, E., Kometa, B.K. Semi-Lagrangian Runge-Kutta Exponential Integrators for Convection Dominated Problems. J Sci Comput 41, 139–164 (2009). https://doi.org/10.1007/s10915-009-9291-3
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-009-9291-3