Hyperbolic Method for Dispersive PDEs: Same High-Order of Accuracy for Solution, Gradient, and Hessian

Abstract

In this paper, we introduce a new hyperbolic first-order system for general dispersive partial differential equations (PDEs). We then extend the proposed system to general advection-diffusion-dispersion PDEs. We apply the fourth-order RD scheme of Ref. 1 to the proposed hyperbolic system, and solve time-dependent dispersive equations, including the classical two-soliton KdV and a dispersive shock case. We demonstrate that the predicted results, including the gradient and Hessian (second derivative), are in a very good agreement with the exact solutions. We then show that the RD scheme applied to the proposed system accurately captures dispersive shocks without numerical oscillations. We also verify that the solution, gradient and Hessian are predicted with equal order of accuracy.