Krylov implicit integration factor WENO methods for semilinear and fully nonlinear advection–diffusion–reaction equations

Abstract

Implicit integration factor (IIF) methods are originally a class of efficient “exactly linear part” time discretization methods for solving time-dependent partial differential equations (PDEs) with linear high order terms and stiff lower order nonlinear terms. For complex systems (e.g. advection–diffusion–reaction (ADR) systems), the highest order derivative term can be nonlinear, and nonlinear nonstiff terms and nonlinear stiff terms are often mixed together. High order weighted essentially non-oscillatory (WENO) methods are often used to discretize the hyperbolic part in ADR systems. There are two open problems on IIF methods for solving ADR systems: (1) how to obtain higher than the second order global time discretization accuracy; (2) how to design IIF methods for solving fully nonlinear PDEs, i.e., the highest order terms are nonlinear. In this paper, we solve these two problems by developing new Krylov IIF-WENO methods to deal with both semilinear and fully nonlinear advection–diffusion–reaction equations. The methods can be designed for arbitrary order of accuracy. The stiffness of the system is resolved well and the methods are stable by using time step sizes which are just determined by the nonstiff hyperbolic part of the system. Large time step size computations are obtained. We analyze the stability and truncation errors of the schemes. Numerical examples of both scalar equations and systems in two and three spatial dimensions are shown to demonstrate the accuracy, efficiency and robustness of the methods.