A Fast Compact Exponential Time Differencing Runge-Kutta Method for Time-Dependent Advection-Diffusion-Reaction Equations

Year:    2019

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 3 : pp. 522–537

Abstract

A fast and accurate exponential Runge-Kutta method for a class of time-dependent advection-diffusion-reaction equations is developed. To discretise the convection term, a modified upwind difference scheme is used. This allows to avoid numerical oscillation and achieve second order spatial accuracy. The method demonstrates good stability and numerical examples show the applicability of the method to advection-diffusion-reaction problems with stiff nonlinearities.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.170618.101018

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 3 : pp. 522–537

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    Advection-diffusion-reaction exponential time differencing linear splitting discrete Fourier transforms Runge-Kutta approximations.