On the construction of restricted-denominator exponential W-methods (Q2475400): Difference between revisions

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On the construction of restricted-denominator exponential W-methods
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    On the construction of restricted-denominator exponential W-methods (English)
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    11 March 2008
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    The author proposes new integrators for large stiff initial value problems in ordinary differential equations resulting from semi-discretization of partial differential equations, where typically the stiffness is associated with the linear part resulting from discretization of a partial differential operator. This part is approximated by an exponential integrator, while the nonlinear part is solved by an explicit scheme. The first subproblem is implemented by the restricted-denominator rational approach in conjunction with the Krylov subspace approximation based on the Arnoldi method. Special attention is given to some algorithmic details of the subproblems like step-size control and stopping criteria for the approximation of the exponential, or frozen Jacobians. Some numerical experiments are given.
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    exponential integrators
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    stiff problems
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    restricted-denominator rational approximation
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    W-methods
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    semi-discretization
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    Krylov subspace approximation
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    Arnoldi method
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    step-size control
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    stopping criteria
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    numerical experiments
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