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EPIRK-W and EPIRK-K Time Discretization Methods

  • Mahesh Narayanamurthi
  • Paul Tranquilli
  • Adrian Sandu
  • Mayya Tokman
Article
  • 12 Downloads

Abstract

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general formulation of exponential integrators is offered by the Exponential Propagation Iterative methods of Runge–Kutta type (EPIRK) family of schemes. The use of Jacobian approximations is an important strategy to drastically reduce the overall computational costs of implicit schemes while maintaining the quality of their solutions. This paper extends the EPIRK class to allow the use of inexact Jacobians as arguments of the matrix exponential-like functions. Specifically, we develop two new families of methods: EPIRK-W integrators that can accommodate any approximation of the Jacobian, and EPIRK-K integrators that rely on a specific Krylov-subspace projection of the exact Jacobian. Classical order conditions theories are constructed for these families. Practical EPIRK-W methods of order three and EPIRK-K methods of order four are developed. Numerical experiments indicate that the methods proposed herein are computationally favorable when compared to a representative state-of-the-art exponential integrator, and a Rosenbrock–Krylov integrator.

Keywords

Time integration Exponential integrator Krylov B-series Butcher trees 

Mathematics Subject Classification

65L05 65L04 65F60 65M22 

Notes

Acknowledgements

This work has been supported in part by NSF through Awards NSF DMS-1419003, NSF DMS-1419105, NSF CCF-1613905, by AFOSR through Award AFOSR FA9550-12-1-0293-DEF, and by the Computational Science Laboratory at Virginia Tech.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Computational Science Laboratory, Department of Computer ScienceVirginia TechBlacksburgUSA
  2. 2.School of Natural SciencesUniversity of CaliforniaMercedUSA

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