Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons

DOI10.1016/j.cam.2013.04.041zbMath1291.65201OpenAlexW1964391919MaRDI QIDQ2252717

Vu Thai Luan, Alexander Ostermann

Publication date: 23 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.04.041

zbMATH Keywords

exponential integratorsexponential Rosenbrock methodsconvergence boundsstiff order conditionsembedded methods of high ordervariable step size implementation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for stiff equations (65L04)

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Uses Software

• Matlab
• RODAS

Cites Work

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• Exponential integrators
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• One-Parameter Semigroups for Linear Evolution Equations
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Exponential Integrators for Large Systems of Differential Equations
• Exponential Rosenbrock-Type Methods
• Fourth-Order Time-Stepping for Stiff PDEs
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems

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