A class of exponential integrators based on spectral deferred correction
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exponential integratorsFourier spectral methodshigh-ordersemi-explicitspectral deferred correctionstiff systems
Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Abstract: We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and accuracy properties of our ETDSDC meth- ods to those of an existing implicit-explicit spectral deferred correction scheme (IMEXSDC). We find that ETDSDC methods have larger accuracy regions and comparable stability regions. We conduct numerical experiments to compare ETD and IMEX spectral deferred correction schemes against a competing fourth-order ETD Runge-Kutta scheme. We find that high-order ETDSDC schemes are the most efficient in terms of function evaluations and overall speed when solving partial differential equations to high accuracy. Our results suggest that high-order ETDSDC schemes are well-suited to work in conjunction with spectral spatial methods or other high-order spatial discritizations. Addi- tionally, ETDSDC schemes appear to be immune to severe order reduction, a problem which affects other ETD and IMEX schemes, including IMEXSDC.
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Cited in
(13)- Preconditioned implicit-exponential integrators (IMEXP) for stiff PDEs
- On the stability of exponential integrators for non-diffusive equations
- The fidelity of exponential and IMEX integrators for wave turbulence: introduction of a new near-minimax integrating factor scheme
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- Exponential Runge-Kutta parareal for non-diffusive equations
- Second-order Rosenbrock-exponential (ROSEXP) methods for partitioned differential equations
- An exponential spectral deferred correction method for multidimensional parabolic problems
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