BIT Numerical Mathematics

, Volume 51, Issue 4, pp 889–908

Exponential multistep methods of Adams-type

Article

DOI: 10.1007/s10543-011-0332-6

Cite this article as:
Hochbruck, M. & Ostermann, A. Bit Numer Math (2011) 51: 889. doi:10.1007/s10543-011-0332-6

Abstract

The paper is concerned with the construction, implementation and numerical analysis of exponential multistep methods. These methods are related to explicit Adams methods but, in contrast to the latter, make direct use of the exponential and related matrix functions of a (possibly rough) linearization of the vector field. This feature enables them to integrate stiff problems explicitly in time.

A stiff error analysis is performed in an abstract framework of linear semigroups that includes semilinear evolution equations and their spatial discretizations. A possible implementation of the proposed methods, including the computation of starting values and the evaluation of the arising matrix functions by Krylov subspace methods is discussed. Moreover, an interesting connection between exponential Adams methods and a class of local time stepping schemes is established.

Numerical examples that illustrate the methods’ properties are included.

Keywords

Exponential integrators Exponential Adams methods Linearized exponential multistep methods Evolution equations Local time stepping 

Mathematics Subject Classification (2000)

65L20 65L06 65J10 65M12 

Copyright information

© Springer Science + Business Media B.V. 2011

Authors and Affiliations

  1. 1.Institut für Angewandte und Numerische MathematikKarlsruher Institut für TechnologieKarlsruheGermany
  2. 2.Institut für MathematikUniversität InnsbruckInnsbruckAustria