Exponential-Krylov methods for ordinary differential equations
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Publication:349622
DOI10.1016/J.JCP.2014.08.013zbMATH Open1349.65228arXiv1401.2125OpenAlexW2139434111MaRDI QIDQ349622FDOQ349622
Authors: Paul Tranquilli, Adrian Sandu 
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
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Cited In (24)
- Rosenbrock-Krylov methods for large systems of differential equations
- 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
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- Exponential Taylor methods: analysis and implementation
- Jacobian-free high order local linearization methods for large systems of initial value problems
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- A Lanczos-like method for non-autonomous linear ordinary differential equations
- Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems
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