A composite Runge-Kutta method for the spectral solution of semilinear PDEs

A new composite Runge-Kutta (RK) method is proposed for semilinear partial differential equations such as Korteweg-de Vries, nonlinear Schrodinger, Kadomtsev-Petviashvili (KP), Kuramoto-Sivashinsky (KS), Cahn-Hilliard, and others having high-order derivatives in the linear term. The method uses Fourier collocation and the classical fourth-order RK method, except for the stiff linear modes, which are treated with a linearly implicit RK method. The composite RK method is simple to implement, indifferent to the distinction between dispersive and dissipative problems, and as efficient on test problems for KS and KP as any other generally applicable method.

[1]  E. Hairer Order conditions for numerical methods for partitioned ordinary differential equations , 1981 .

[2]  H. Yoshida Construction of higher order symplectic integrators , 1990 .

[3]  Y. Saad Analysis of some Krylov subspace approximations to the matrix exponential operator , 1992 .

[4]  E. Hairer,et al.  Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems , 1993 .

[5]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[6]  Steven J. Ruuth Implicit-explicit methods for reaction-diffusion problems in pattern formation , 1995 .

[7]  Steven J. Ruuth,et al.  Implicit-explicit methods for time-dependent partial differential equations , 1995 .

[8]  Steven J. Ruuth,et al.  Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations , 1997 .

[9]  J. M. Sanz-Serna,et al.  Symplectic Methods Based on Decompositions , 1997 .

[10]  J. M. Keiser,et al.  A New Class of Time Discretization Schemes for the Solution of Nonlinear PDEs , 1998 .

[11]  Marlis Hochbruck,et al.  Exponential Integrators for Large Systems of Differential Equations , 1998, SIAM J. Sci. Comput..

[12]  M. Ablowitz,et al.  Multiscale pulse dynamics in communication systems with strong dispersion management. , 1998, Optics letters.

[13]  Esteban G. Tabak,et al.  A PseudoSpectral Procedure for the Solution of Nonlinear Wave Equations with Examples from Free-Surface Flows , 1999, SIAM J. Sci. Comput..

[14]  T. Driscoll,et al.  Regular Article: A Fast Spectral Algorithm for Nonlinear Wave Equations with Linear Dispersion , 1999 .

[15]  M. Calvo,et al.  Linearly implicit Runge—Kutta methods for advection—reaction—diffusion equations , 2001 .