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Explicit exponential Runge-Kutta methods of high order for parabolic problems

Authors :
Luan, Vu Thai
Ostermann, Alexander
Source :
Journal of Computational and Applied Mathematics, 256, 168-179 (2014)
Publication Year :
2013

Abstract

Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to construct a fifth-order method. For this purpose, we make use of a novel approach to derive the stiff order conditions for high-order exponential methods. This allows us to obtain the conditions for a method of order 5 in an elegant way. After stating the conditions, we first show that there does not exist an explicit exponential Runge-Kutta method of order 5 with less than or equal to 6 stages. Then, we construct a fifth-order method with 8 stages and prove its convergence for semilinear parabolic problems. Finally, a numerical example is given that illustrates our convergence bound.<br />Comment: Revised version 01.07.2013

Details

Database :
arXiv
Journal :
Journal of Computational and Applied Mathematics, 256, 168-179 (2014)
Publication Type :
Report
Accession number :
edsarx.1307.0661
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.cam.2013.07.027