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Efficient exponential Runge–Kutta methods of high order: construction and implementation

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Abstract

Exponential Runge–Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge–Kutta methods, however, relies on a convergence result that requires weakening many of the order conditions, resulting in schemes whose stages must be implemented in a sequential way. In this work, after showing a stronger convergence result, we are able to derive two new families of fourth- and fifth-order exponential Runge–Kutta methods, which, in contrast to the existing methods, have multiple stages that are independent of one another and share the same format, thereby allowing them to be implemented in parallel or simultaneously, and making the methods to behave like using with much less stages. Moreover, all of their stages involve only one linear combination of the product of \(\varphi \)-functions (using the same argument) with vectors. Overall, these features make these new methods to be much more efficient to implement when compared to the existing methods of the same orders. Numerical experiments on a one-dimensional semilinear parabolic problem, a nonlinear Schrödinger equation, and a two-dimensional Gray–Scott model are given to confirm the accuracy and efficiency of the two newly constructed methods.

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Acknowledgements

The author would like to thank Reviewer 1 for the valuable comments and helpful suggestions. He would like also to thank the National Science Foundation, which supported this research under award NSF DMS–2012022. He also thanks Mississippi State University’s Center for Computational Science (CCS) for providing some resources at the High Performance Computing Collaboratory (HPCC).

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Correspondence to Vu Thai Luan.

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Communicated by Mechthild Thalhammer.

Dedicated to Professor Alexander Ostermann on the occasion of his 60th birthday.

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This work has been supported in part by National Science Foundation through award NSF DMS–2012022.

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Luan, V.T. Efficient exponential Runge–Kutta methods of high order: construction and implementation. Bit Numer Math 61, 535–560 (2021). https://doi.org/10.1007/s10543-020-00834-z

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