For some reason, I thought you could by pre-knotched drywall for arched walls. I've thought wrong before, but if the home centers are of no help, try a lumber yard. At worst, ask a carpenter.
In the meantime, if you can't find it, I've manually knotched drywall for this purpose. I used a drywall saw across the back of the board, and glued it to a plywood underlayment. After snipping the corner-bead, I compounded 3 coats on top of it. There wasn't much to it.