Purpose
The purpose of this study is to propose a non-classical method to obtain efficient and accurate numerical solutions of the advection–diffusion–reaction equations.
Design/methodology/approach
Unlike conventional numerical methods, this study proposes a numerical scheme using outer Newton iteration applied to a time-dependent PDE. The linearized time dependent PDE is discretized by trapezoidal rule, which is second order in time, and by spline-based finite difference method of fourth order in space.
Findings
Using the proposed technique, even when relatively large time step sizes are used in computations, the efficiency of the proposed procedure is very clear for the numerical examples in comparison with the existing classical methods.
Originality/value
This study, unlike these classical methods, proposes an alternative approach based on linearizing the nonlinear problem at first, and then discretizing it by an appropriate scheme. This technique helps to avoid considering the convergence issues of Newton iteration applied to nonlinear algebraic system containing many unknowns at each time step if an implicit method is used in time discretization. The linearized PDE can be solved by implicit time integrator, which enables the use of large time step size.
A Fast Compact Exponential Time Differencing Runge-Kutta Method for Time-Dependent Advection-Diffusion-Reaction Equations
