Fourth-order two-stage explicit exponential integrators for time-dependent PDEs

DOI10.1016/J.APNUM.2016.10.008zbMATH Open1354.65143arXiv1606.05417OpenAlexW2547560594WikidataQ115586865 ScholiaQ115586865MaRDI QIDQ343672FDOQ343672

Authors: Vu Thai Luan 

Publication date: 28 November 2016

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1606.05417

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zbMATH Keywords

numerical experimentstiff problemssuperconvergenceRunge-Kutta methodcollocationexponential integratorsexponential Rosenbrock methodsGauss-Legendre methodnonstiff problems

Mathematics Subject Classification ID

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)

Cites Work

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Cited In (15)

• Exponential integrators for second-order in time partial differential equations
• Multirate exponential Rosenbrock methods
• Further development of efficient and accurate time integration schemes for meteorological models
• Efficient exponential Rosenbrock methods till order four
• A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations
• Operator splitting for chemical reaction systems with fast chemistry
• Efficient exponential methods for genetic regulatory systems
• A New Class of High-Order Methods for Multirate Differential Equations
• A fourth-order commutator-free exponential integrator for nonautonomous differential equations
• On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations
• Relaxation Exponential Rosenbrock-Type Methods for Oscillatory Hamiltonian Systems
• Efficient exponential Runge-Kutta methods of high order: construction and implementation
• Efficient exponential time integration for simulating nonlinear coupled oscillators
• Exponential Rosenbrock methods and their application in visual computing
• Exponentially fitted two-derivative DIRK methods for oscillatory differential equations

Uses Software

• RODAS
• NewtonLib
• Algorithm 919
• phipm

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