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

Hadrien Montanelli, Yuji Nakatsukasa

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)A421-A451
JournalSIAM Journal on Scientific Computing
Volume40
Issue number1
DOIs
Publication statusPublished - 1 Jan 2018
Externally publishedYes

Keywords

  • Chebfun
  • Double Fourier sphere method
  • Exponential integrators
  • Implicit-explicit
  • PDEs on the sphere
  • Stiff PDEs

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