Exponential Rosenbrock-Type Methods

From MaRDI portal
Revision as of 23:04, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5305954


DOI10.1137/080717717zbMath1193.65119MaRDI QIDQ5305954

Alexander Ostermann, Marlis Hochbruck, J. Schweitzer

Publication date: 24 March 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000041838


34A34: Nonlinear ordinary differential equations and systems

65L20: Stability and convergence of numerical methods for ordinary differential equations

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

65L70: Error bounds for numerical methods for ordinary differential equations


Related Items

Regularization of nonlinear ill-posed problems by exponential integrators, Exponential Additive Runge-Kutta Methods for Semi-Linear Differential Equations, Arbitrary-order trigonometric Fourier collocation methods for multi-frequency oscillatory systems, Flexible exponential integration methods for large systems of differential equations, Locally linearized Runge Kutta method of Dormand and Prince, Stability analysis of explicit exponential integrators for delay differential equations, Fourth-order two-stage explicit exponential integrators for time-dependent PDEs, Trigonometric collocation methods based on Lagrange basis polynomials for multi-frequency oscillatory second-order differential equations, A new class of split exponential propagation iterative methods of Runge-Kutta type (sEPIRK) for semilinear systems of odes, Exponential-Krylov methods for ordinary differential equations, Exponential time-differencing with embedded Runge-Kutta adaptive step control, On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems, A new class of exponential propagation iterative methods of Runge-Kutta type (EPIRK), Exponential peer methods, Exponential multistep methods of Adams-type, Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation, An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, Taylor expansions of solutions of stochastic partial differential equations with additive noise, Exponential Rosenbrock integrators for option pricing, Implementation of exponential Rosenbrock-type integrators, Approximation of matrix operators applied to multiple vectors, Unconditionally stable integration of Maxwell's equations, Preconditioned implicit-exponential integrators (IMEXP) for stiff PDEs, Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons, Accurate dense output formula for exponential integrators using the scaling and squaring method, An exponential time-differencing method for monotonic relaxation systems, Error bounds for explicit ERKN integrators for systems of multi-frequency oscillatory second-order differential equations, Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions