Higher-Order Linear-Time Unconditionally Stable Alternating Direction Implicit Methods for Nonlinear Convection-Diffusion Partial Differential Equation Systems

Abstract

We introduce a class of alternating direction implicit (ADI) methods, based on approximate factorizations of backward differentiation formulas (BDFs) of order p≥2, for the numerical solution of two-dimensional, time-dependent, nonlinear, convection-diffusion partial differential equation (PDE) systems in Cartesian domains. The proposed algorithms, which do not require the solution of nonlinear systems, additionally produce solutions of spectral accuracy in space through the use of Chebyshev approximations. In particular, these methods give rise to minimal artificial dispersion and diffusion and they therefore enable use of relatively coarse discretizations to meet a prescribed error tolerance for a given problem. A variety of numerical results presented in this text demonstrate high-order accuracy and, for the particular cases of p=2,3, unconditional stability.