A third order, implicit, finite volume, adaptive Runge-Kutta WENO scheme for advection-diffusion equations

A finite volume approximation of the scalar hyperbolic conservation law or advection-diffusion equation is given. In the context of the method of lines, the space discretization uses weighted essentially non oscillatory (WENO) reconstructions with adaptive order (WENO-AO), and the time evolution uses implicit Runge-Kutta methods. Therefore the timestep may be larger than the CFL timestep. To reduce oscillation in the solution, ideas related to spatially partitioned Runge-Kutta methods are used. An adaptive Runge-Kutta method is developed that blends the L-stable, third order, implicit Radau IIA method with the composite backward Euler method using a weighting procedure inspired from spatial WENO methods. The weighting procedure requires a smoothness indicator, and several possibilities are considered, although one is perhaps seen to be preferred. The overall scheme is proven to maintain third order accuracy when the solution is smooth. When the solution has a discontinuity, the scheme is shown computationally to be third order accurate away from shocks, and to achieve the overall accuracy of the backward Euler method. Numerical examples show that the adaptive Runge-Kutta method reduces oscillations in the solution. Moreover, the resulting scheme is shown to be unconditionally L-stable for smooth solutions to the linear problem. (C) 2020 Elsevier B.V. All rights reserved.