Smoothing schemes for reaction-diffusion systems with nonsmooth data

Cox and Matthews [S.M. Cox, P.C. Matthews, Exponential time differencing for stiff systems, J. Comput. Phys. 176 (2002) 430-455] developed a class of Exponential Time Differencing Runge-Kutta schemes (ETDRK) for nonlinear parabolic equations; Kassam and Trefethen [A.K. Kassam, Ll. N. Trefethen, Fourth-order time stepping for stiff pdes, SIAM J. Sci. Comput. 26 (2005) 1214-1233] have shown that these schemes can suffer from numerical instability and they proposed a modified form of the fourth-order (ETDRK4) scheme. They use complex contour integration to implement these schemes in a way that avoids inaccuracies when inverting matrix polynomials, but this approach creates new difficulties in choosing and evaluating the contour for larger problems. Neither treatment addresses problems with nonsmooth data, where spurious oscillations can swamp the numerical approximations if one does not treat the problem carefully. Such problems with irregular initial data or mismatched initial and boundary conditions are important in various applications, including computational chemistry and financial engineering. We introduce a new version of the fourth-order Cox-Matthews, Kassam-Trefethen ETDRK4 scheme designed to eliminate the remaining computational difficulties. This new scheme utilizes an exponential time differencing Runge-Kutta ETDRK scheme using a diagonal Padé approximation of matrix exponential functions, while to deal with the problem of nonsmooth data we use several steps of an ETDRK scheme using a sub-diagonal Padé formula. The new algorithm improves computational efficiency with respect to evaluation of the high degree polynomial functions of matrices, having an advantage of splitting the matrix polynomial inversion problem into a sum of linear problems that can be solved in parallel. In this approach it is only required that several backward Euler linear problems be solved, in serial or parallel. Numerical experiments are described to support the new scheme.