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High-order exponential time differencing multi-resolution alternative finite difference WENO methods for nonlinear degenerate parabolic equations

Ziyao Xu, Yong-Tao Zhang

Abstract

In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional challenges in capturing sharp fronts, beyond the restrictive CFL conditions commonly encountered with explicit time discretization in parabolic equations. To resolve the sharp front, we adopt the high-order multi-resolution alternative finite difference WENO (A-WENO) methods for the spatial discretization. To alleviate the time step restriction from the nonlinear stiff diffusion terms, we employ the exponential time differencing Runge-Kutta (ETD-RK) methods, a class of efficient and accurate exponential integrators, for the time discretization. However, for highly nonlinear spatial discretizations such as high-order WENO schemes, it is a challenging problem how to efficiently form the linear stiff part in applying the exponential integrators, since direct computation of a Jacobian matrix for high-order WENO discretizations of the nonlinear diffusion terms is very complicated and expensive. Here we propose a novel and effective approach of replacing the exact Jacobian of high-order multi-resolution A-WENO scheme with that of the corresponding high-order linear scheme in the ETD-RK time marching, based on the fact that in smooth regions the nonlinear weights closely approximate the optimal linear weights, while in non-smooth regions the stiff diffusion degenerates. The algorithm is described in detail, and numerous numerical experiments are conducted to demonstrate the effectiveness of such a treatment and the good performance of our method. The stiffness of the nonlinear parabolic partial differential equations (PDEs) is resolved well, and large time-step size computations are achieved.

High-order exponential time differencing multi-resolution alternative finite difference WENO methods for nonlinear degenerate parabolic equations

Abstract

In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional challenges in capturing sharp fronts, beyond the restrictive CFL conditions commonly encountered with explicit time discretization in parabolic equations. To resolve the sharp front, we adopt the high-order multi-resolution alternative finite difference WENO (A-WENO) methods for the spatial discretization. To alleviate the time step restriction from the nonlinear stiff diffusion terms, we employ the exponential time differencing Runge-Kutta (ETD-RK) methods, a class of efficient and accurate exponential integrators, for the time discretization. However, for highly nonlinear spatial discretizations such as high-order WENO schemes, it is a challenging problem how to efficiently form the linear stiff part in applying the exponential integrators, since direct computation of a Jacobian matrix for high-order WENO discretizations of the nonlinear diffusion terms is very complicated and expensive. Here we propose a novel and effective approach of replacing the exact Jacobian of high-order multi-resolution A-WENO scheme with that of the corresponding high-order linear scheme in the ETD-RK time marching, based on the fact that in smooth regions the nonlinear weights closely approximate the optimal linear weights, while in non-smooth regions the stiff diffusion degenerates. The algorithm is described in detail, and numerous numerical experiments are conducted to demonstrate the effectiveness of such a treatment and the good performance of our method. The stiffness of the nonlinear parabolic partial differential equations (PDEs) is resolved well, and large time-step size computations are achieved.
Paper Structure (16 sections, 53 equations, 13 figures, 6 tables)

This paper contains 16 sections, 53 equations, 13 figures, 6 tables.

Figures (13)

  • Figure 1.1: The Barenblatt solutions \ref{['eq:Barenblatt']} of PME \ref{['eq:PME1D']} at $t=1$.
  • Figure 3.1: Example \ref{['ex:ex1']}. Comparison of efficiency for different time-stepping methods. SSP-IRK3-linear and ETD-RK3-linear indicate that the linear spatial discretization is used for them. CPU time unit: second.
  • Figure 3.2: Example \ref{['ex:ex2']}. Comparison of efficiency for different time-stepping methods. SSP-IRK3-linear and ETD-RK3-linear indicate that the linear spatial discretization is used for them. CPU time unit: second.
  • Figure 3.3: Example \ref{['ex:ex3']}. Numerical solutions of the ETD-RK4 multi-resolution A-WENO6 method on the grid with $N=200$, for the 1D PME with different values of $m$ for the Barenblatt solution at $T=2$. The time-step size is $\Delta t=\Delta x$.
  • Figure 3.4: Example \ref{['ex:ex4']}. Numerical solutions of the ETD-RK4 multi-resolution A-WENO6 method on the grid with $N=160$, for the problem of interaction of two boxes. The time-step size is $\Delta t=0.01\Delta x$.
  • ...and 8 more figures

Theorems & Definitions (12)

  • Example 1
  • Example 2
  • Example 3
  • Example 4
  • Example 5
  • Example 6
  • Example 7
  • Example 8
  • Example 9
  • Example 10
  • ...and 2 more