Exponential-Krylov methods for ordinary differential equations
From MaRDI portal
Publication:349622
DOI10.1016/J.JCP.2014.08.013zbMATH Open1349.65228arXiv1401.2125OpenAlexW2139434111MaRDI QIDQ349622FDOQ349622
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension. The new family, called Lightly Implicit Krylov-Exponential (LIKE), is well suited for solving large scale systems of ODEs or semi-discrete PDEs. The time discretization and the Krylov space approximation are treated as a single computational process, and the Krylov space properties are an integral part of the new LIKE order condition theory developed herein. Consequently, LIKE methods require a small number of basis vectors determined solely by the temporal order of accuracy. The subspace size is independent of the ODE under consideration, and there is no need to monitor the errors in linear system solutions at each stage. Numerical results illustrate the favorable properties of new family of methods.
Full work available at URL: https://arxiv.org/abs/1401.2125
Recommendations
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical computation of matrix exponential and similar matrix functions (65F60)
Cites Work
- Expokit
- Parallel iterative methods for sparse linear systems
- ROWMAP -- a ROW-code with Krylov techniques for large stiff ODEs
- Exponential Integrators for Large Systems of Differential Equations
- The Scaling and Squaring Method for the Matrix Exponential Revisited
- Comparative performance of exponential, implicit, and explicit integrators for stiff systems of ODEs
- Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
- A new class of split exponential propagation iterative methods of Runge-Kutta type (sEPIRK) for semilinear systems of odes
- Composite Schemes for Conservation Laws
- Trees, B-series and exponential integrators
- Exponential Rosenbrock-Type Methods
- Iterative Krylov Methods for Large Linear Systems
- Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
- Explicit exponential Runge-Kutta methods of high order for parabolic problems
- Rosenbrock-Krylov methods for large systems of differential equations
- Order results for Krylov-\(W\)-methods
- Numerical experiments with Krylov integrators
- Matrix-free \(W\)-methods using a multiple Arnoldi iteration
- Algebraic structures of B-series
- Some secant approximations for Rosenbrock \(W\)-methods
- New Rosenbrock W-methods of order 3 for partial differential algebraic equations of index
- A new class of exponential propagation iterative methods of Runge-Kutta type (EPIRK)
Cited In (19)
- Title not available (Why is that?)
- Partitioned exponential methods for coupled multiphysics systems
- Subspace adaptivity in Rosenbrock-Krylov methods for the time integration of initial value problems
- High-order numerical solutions to the shallow-water equations on the rotated cubed-sphere grid
- A Survey on Methods for Computing Matrix Exponentials in Numerical Schemes for ODEs
- Biorthogonal Rosenbrock-Krylov time discretization methods
- Flexible exponential integration methods for large systems of differential equations
- Exponential Rosenbrock-Type Methods
- Linearly implicit GARK schemes
- Exponential time integration using Krylov subspaces
- Analytical Jacobian-vector products for the matrix-free time integration of partial differential equations
- Linearly Implicit Multistep Methods for Time Integration
- EPIRK-\(W\) and EPIRK-\(K\) time discretization methods
- Efficient Extrapolation Methods for ODEs
- Fourth-order two-stage explicit exponential integrators for time-dependent PDEs
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- Exponential Taylor methods: analysis and implementation
- Jacobian-free high order local linearization methods for large systems of initial value problems
- A Lanczos-like method for non-autonomous linear ordinary differential equations
Uses Software
This page was built for publication: Exponential-Krylov methods for ordinary differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q349622)
