Quinpi: Integrating Conservation Laws with CWENO Implicit Methods

Abstract

Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration is quite straightforward for first-order schemes. High order schemes instead also need to control spurious oscillations, which requires limiting in space and time also in the linear case. We propose a framework to simplify considerably the application of high order non-oscillatory schemes through the introduction of a low order implicit predictor, which is used both to set up the nonlinear weights of a standard high order space reconstruction, and to achieve limiting in time. In this preliminary work, we concentrate on the case of a third-order scheme, based on diagonally implicit Runge Kutta (mathsf {DIRK}) integration in time and central weighted essentially non-oscillatory (mathsf {CWENO}) reconstruction in space. The numerical tests involve linear and nonlinear scalar conservation laws.