Fourth-order two-stage explicit exponential integrators for time-dependent PDEs
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numerical experimentstiff problemssuperconvergenceRunge-Kutta methodcollocationexponential integratorsexponential Rosenbrock methodsGauss-Legendre methodnonstiff problems
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Abstract: Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for large systems, however, is very high since it requires solving a nonlinear system at every step. Surprisingly, in this work we show that one can construct and prove convergence results for exponential methods of order four which use two stages only. Specifically, we derive two new fourth-order two-stage exponential Rosenbrock schemes for solving large systems of differential equations. Moreover, since the newly schemes are not only superconvergent but also fully explicit, they clearly offer great advantages over the two-stage Gauss--Legendre method as well as other time integration schemes. Numerical experiments are given to demonstrate the efficiency of the new integrators.
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- Relaxation Exponential Rosenbrock-Type Methods for Oscillatory Hamiltonian Systems
- Exponential integrators for second-order in time partial differential equations
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- Operator splitting for chemical reaction systems with fast chemistry
- A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations
- On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations
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