Stable semi-implicit SDC methods for conservation laws

Abstract

Semi-implicit spectral deferred correction (SDC) methods provide a systematic approach to construct time integration methods of arbitrarily high order for nonlinear evolution equations including conservation laws. They converge towards $A$- or even $L$-stable collocation methods, but are often not sufficiently robust themselves. In this paper, a family of SDC methods inspired by an implicit formulation of the Lax-Wendroff method is developed. Compared to fully implicit approaches, the methods have the advantage that they only require the solution of positive definite or semi-definite linear systems. Numerical evidence suggests that the proposed semi-implicit SDC methods with Radau points are $L$-stable up to order 11 and require very little diffusion for orders 13 and 15. The excellent stability and accuracy of these methods is confirmed by numerical experiments with 1D conservation problems, including the convection-diffusion, Burgers, Euler and Navier-Stokes equations.