English

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

Classical Analysis and ODEs 2016-06-20 v1 Numerical Analysis

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.

Keywords

Cite

@article{arxiv.1307.0661,
  title  = {Explicit exponential Runge-Kutta methods of high order for parabolic problems},
  author = {Vu Thai Luan and Alexander Ostermann},
  journal= {arXiv preprint arXiv:1307.0661},
  year   = {2016}
}

Comments

Revised version 01.07.2013

R2 v1 2026-06-22T00:44:09.101Z