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Explicit exponential Runge-Kutta methods of high order for parabolic problems
- 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
- Subjects :
- Mathematics - Classical Analysis and ODEs
Mathematics - Numerical Analysis
G.1.8
Subjects
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