Exponential Rosenbrock methods without order reduction when integrating nonlinear initial value problems
Numerical Analysis
2023-07-25 v1 Numerical Analysis
Abstract
A technique is described in this paper to avoid order reduction when integrating reaction-diffusion initial boundary value problems with explicit exponential Rosenbrock methods. The technique is valid for any Rosenbrock method, without having to impose any stiff order conditions, and for general time-dependent boundary values. An analysis on the global error is thoroughly performed and some numerical experiments are shown which corroborate the theoretical results, and in which a big gain in efficiency with respect to applying the standard method of lines can be observed.
Cite
@article{arxiv.2307.12722,
title = {Exponential Rosenbrock methods without order reduction when integrating nonlinear initial value problems},
author = {Begoña Cano and María Jesús Moreta},
journal= {arXiv preprint arXiv:2307.12722},
year = {2023}
}
Comments
27 pages, 2 figures