Implicit and semi-implicit schemes: algorithms

R. Keppens, G. Toth, Mikhail A. Bochev, A. van der Ploeg

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    This study formulates general guidelines to extend an explicit code with a great variety of implicit and semi-implicit time integration schemes. The discussion is based on their specific implementation in the Versatile Advection Code, which is a general purpose software package for solving systems of non-linear hyperbolic (and/or parabolic) partial differential equations, using standard high resolution shock capturing schemes. For all combinations of explicit high resolution schemes with implicit and semi-implicit treatments, it is shown how second-order spatial and temporal accuracy for the smooth part of the solutions can be maintained. Strategies to obtain steady state and time accurate solutions implicitly are discussed. The implicit and semi-implicit schemes require the solution of large linear systems containing the Jacobian matrix. The Jacobian matrix itself is calculated numerically to ensure the generality of this implementation. Three options are discussed in terms of applicability, storage requirements and computational efficiency. One option is the easily implemented matrix-free approach, but the Jacobian matrix can also be calculated by using a general grid masking algorithm, or by an efficient implementation for a specific Lax-Friedrich-type total variation diminishing (TVD) spatial discretization. The choice of the linear solver depends on the dimensionality of the problem. In one dimension, a direct block tridiagonal solver can be applied, while in more than one spatial dimension, a conjugate gradient (CG)-type iterative solver is used. For advection-dominated problems, preconditioning is needed to accelerate the convergence of the iterative schemes. The modified block incomplete LU-preconditioner is implemented, which performs very well. Examples from two-dimensional hydrodynamic and magnetohydrodynamic computations are given. They model transonic stellar outflow and recover the complex magnetohydrodynamic bow shock flow in the switch-on regime found in De Sterck et al. [Phys. Plasmas, 5, 4015 (1998)].
    Original languageUndefined
    Article number10.1002/(SICI)1097-0363(19990615)30:3<335::AID-FLD923>3.0.CO;2-U
    Pages (from-to)335-352
    Number of pages18
    JournalInternational journal for numerical methods in fluids
    Issue number3
    Publication statusPublished - 1999


    • Conservation laws
    • time-dependent initial boundary value problems
    • initial value
    • EWI-8889
    • PDEs
    • Numerical approximation
    • IR-66811
    • Magnetohydrodynamics

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