New efficient substepping methods for exponential timestepping

Gabriel James Lord, Daniel Stone

Research output: Contribution to journalArticle

6 Citations (Scopus)
40 Downloads (Pure)

Abstract

Exponential integrators are time stepping schemes which exactly solvethe linear part of a semilinear ODE system. This class of schemesrequires the approximation of a matrix exponential in every step, andone successful modern method is the Krylov subspace projectionmethod. We investigate the effect ofbreaking down a single timestep into arbitrary multiple substeps,recycling the Krylov subspace to minimise costs. For these recycling based schemes we analyse the local error, investigate them numerically and show they can be applied to a large system with $10^6$ unknowns.We also propose a new second order integrator that is found using the extrainformation from the substeps to form a corrector to increase theoverall order of the scheme. This scheme is seen to compare favorablywith other order two integrators.
Original languageEnglish
Pages (from-to)342-365
Number of pages24
JournalApplied Mathematics and Computation
Volume307
Early online date29 Mar 2017
DOIs
Publication statusPublished - 15 Aug 2017

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