Fourth-order time-stepping for stiff PDEs on the sphere

2017/01/21 by Montanelli, Hadrien, Nakatsukasa, Yuji · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1701.06030

Abstract

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with multiplication matrices that differ from the usual ones, and implicit-explicit time-stepping schemes. Operating in coefficient space with these new matrices allows one to use a sparse direct solver, avoids the coordinate singularity and maintains smoothness at the poles, while implicit-explicit schemes circumvent severe restrictions on the time-steps due to stiffness. A comparison is made against exponential integrators and it is found that implicit-explicit schemes perform best. Implementations in MATLAB and Chebfun make it possible to compute the solution of many PDEs to high accuracy in a very convenient fashion.

Cited by

• Nonlocal vector calculus on the sphere

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