Implementation of exponential Rosenbrock-type integrators
From MaRDI portal
Publication:1007379
DOI10.1016/j.apnum.2008.03.021zbMath1160.65318MaRDI QIDQ1007379
Marco Caliari, Alexander Ostermann
Publication date: 20 March 2009
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2008.03.021
numerical experiments; MATLAB; variable step size; parabolic evolution equations; exponential integrators; Newton interpolation; FORTRAN; Rosenbrock-type methods; implementation of matrix functions; real Leja points
35K55: Nonlinear parabolic equations
35G20: Nonlinear higher-order PDEs
65J15: Numerical solutions to equations with nonlinear operators
Related Items
Rosenbrock-Wanner Methods: Construction and Mission, Exponential Rosenbrock Methods and Their Application in Visual Computing, Efficient Steady Flow Computations with Exponential Multigrid Methods, A high-order implicit–explicit Runge–Kutta type scheme for the numerical solution of the Kuramoto–Sivashinsky equation, Exponential Integrators for Semi-linear Parabolic Problems with Linear Constraints, Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function, Exponential Additive Runge-Kutta Methods for Semi-Linear Differential Equations, Numerical simulation of high-dimensional two-component reaction–diffusion systems with fractional derivatives, Flexible exponential integration methods for large systems of differential equations, A new class of split exponential propagation iterative methods of Runge-Kutta type (sEPIRK) for semilinear systems of odes, Exponential almost Runge-Kutta methods for semilinear problems, An accurate polynomial approximation of exponential integrators, Energy conserving discontinuous Galerkin spectral element method for the Vlasov-Poisson system, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, An exponential integrator for advection-dominated reactive transport in heterogeneous porous media, Exponential Rosenbrock integrators for option pricing, The scaling and modified squaring method for matrix functions related to the exponential, Unconditionally stable integration of Maxwell's equations, Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources, On the performance of exponential integrators for problems in magnetohydrodynamics, Semi-global approach for propagation of the time-dependent Schrödinger equation for time-dependent and nonlinear problems, Symmetric and symplectic exponential integrators for nonlinear Hamiltonian systems, New efficient substepping methods for exponential timestepping, EPIRK-\(W\) and EPIRK-\(K\) time discretization methods, An exponential time-integrator scheme for steady and unsteady inviscid flows, New, highly accurate propagator for the linear and nonlinear Schrödinger equation, KIOPS: a fast adaptive Krylov subspace solver for exponential integrators, Parallel exponential Rosenbrock methods, Efficient adaptive step size control for exponential integrators, BAMPHI: matrix-free and transpose-free action of linear combinations of \(\varphi\)-functions from exponential integrators, Equivalence between the DPG method and the exponential integrators for linear parabolic problems, Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems, Shock-capturing exponential multigrid methods for steady compressible flows, A stability preserved time-integration method for nonlinear advection-diffusion-reaction processes, Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons, An accurate approximation of exponential integrators for the Schrödinger equation, A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation, Exponential collocation methods for conservative or dissipative systems, Accurate dense output formula for exponential integrators using the scaling and squaring method, Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation, A new approach to constructing efficient stiffly accurate EPIRK methods, Variable step implementation of ETD methods for semilinear problems, Efficient exponential time integration for simulating nonlinear coupled oscillators, Explicit high-order time stepping based on componentwise application of asymptotic block Lanczos iteration, Exponential time integration using Krylov subspaces
Uses Software
Cites Work
- Unnamed Item
- A class of explicit multistep exponential integrators for semilinear problems
- Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
- Newton interpolation at Leja points
- Geometric theory of semilinear parabolic equations
- RKC: An explicit solver for parabolic PDEs
- RD-rational approximations of the matrix exponential
- Interpolating discrete advection--diffusion propagators at Leja sequences
- A class of explicit exponential general linear methods
- High Degree Polynomial Interpolation in Newton Form
- Efficient Solution of Parabolic Equations by Krylov Approximation Methods
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Comparing Leja and Krylov Approximations of Large Scale Matrix Exponentials
- Exponential Rosenbrock-Type Methods
- Preconditioning Lanczos Approximations to the Matrix Exponential
- Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
- Second order Chebyshev methods based on orthogonal polynomials