Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
Author(s) -
Marlis Hochbruck,
Alexander Ostermann
Publication year - 2005
Publication title -
siam journal on numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.78
H-Index - 134
eISSN - 1095-7170
pISSN - 0036-1429
DOI - 10.1137/040611434
Subject(s) - mathematics , runge–kutta methods , lipschitz continuity , reduction (mathematics) , convergence (economics) , exponential function , order (exchange) , initial value problem , parabolic partial differential equation , banach space , numerical analysis , mathematical analysis , partial differential equation , geometry , finance , economics , economic growth
The aim of this paper is to analyze explicit exponential Runge--Kutta methods for the time integration of semilinear parabolic problems. The analysis is performed in an abstract Banach space framework of sectorial operators and locally Lipschitz continuous nonlinearities. We commence by giving a new and short derivation of the classical (nonstiff) order conditions for exponential Runge--Kutta methods, but the main interest of our paper lies in the stiff case. By expanding the errors of the numerical method in terms of the solution, we derive new order conditions that form the basis of our error bounds for parabolic problems. We show convergence for methods up to order four, and we analyze methods that were recently presented in the literature. These methods have classical order four, but they do not satisfy some of the new conditions. Therefore, an order reduction is expected. We present numerical experiments which show that this order reduction in fact arises in practical examples. Based on our new conditions, we finally construct methods that do not suffer from order reduction.
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