Implementation of exponential Rosenbrock-type integrators

DOI10.1016/j.apnum.2008.03.021zbMath1160.65318MaRDI QIDQ1007379

Alexander Ostermann, Marco Caliari

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

zbMATH Keywords

numerical experiments; MATLAB; variable step size; parabolic evolution equations; exponential integrators; Newton interpolation; FORTRAN; Rosenbrock-type methods; implementation of matrix functions; real Leja points

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

35G20: Nonlinear higher-order PDEs

65J15: Numerical solutions to equations with nonlinear operators

Related Items

Exponential Additive Runge-Kutta Methods for Semi-Linear Differential Equations, 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, 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, New, highly accurate propagator for the linear and nonlinear Schrödinger equation, Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons, 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, Variable step implementation of ETD methods for semilinear problems, Explicit high-order time stepping based on componentwise application of asymptotic block Lanczos iteration, Exponential time integration using Krylov subspaces

Uses Software

• Matlab
• RKC
• RODAS
• Expint

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