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Zbl 1103.65061
Ostermann, A.; Thalhammer, M.; Wright, W.M.
A class of explicit exponential general linear methods. (English)
[J] BIT 46, No. 2, 409-431 (2006). ISSN 0006-3835; ISSN 1572-9125/e

The paper presents a class of explicit exponential integrators for semilinear problems $y'(t) = Ly(t) + N(t,y(t))$, where $L$ is a sectorial linear operator and $N$ a smooth nonlinear map. This abstract framework includes semilinear parabolic initial-boundary value problems. The explicit exponential Runge-Kutta and exponential Adams-Bashforth methods are included as special cases in the presented class. This class, moreover, allows for methods of arbitrary high order with good stability properties. The authors infer the order conditions and their main result proves that the convergence order of the proposed method is essentially minimum of $P$ and $Q+1$, where $P$ and $Q$ stand for the quadrature order and the stage order of the method, respectively. A fixed time step is considered throughout the paper except for a short section which is devoted to the generalization to variable stepsize. The theoretically predicted convergence orders are verified by numerical examples for several methods with quadrature orders up to 4 and stage orders up to 3.
[Tomas Vejchodsky (Praha)]

MSC 2000:: *65J15 Equations with nonlinear operators (numerical methods)
65L06 Multistep, Runge-Kutta, and extrapolation methods
65L05 Initial value problems for ODE (numerical methods)
65M12 Stability and convergence of numerical methods (IVP of PDE)
34G20 Nonlinear ODE in abstract spaces
35K55 Nonlinear parabolic equations
65L50 Mesh generation and refinement (ODE)

Keywords: exponential integrators; general linear methods; explicit schemes; abstract evolution equations; semilinear parabolic problems; convergence; high-order methods; Runge-Kutta method; Adams-Bashforth methods; stability; variable stepsize; numerical examples

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Zentralblatt MATH Berlin [Germany]