Performance assessment of exponential Rosenbrock method for large systems of ODE
Data(s) |
01/11/2012
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Resumo |
This paper studies time integration methods for large stiff systems of ordinary differential equations (ODEs) of the form u'(t) = g(u(t)). For such problems, implicit methods generally outperform explicit methods, since the time step is usually less restricted by stability constraints. Recently, however, explicit so-called exponential integrators have become popular for stiff problems due to their favourable stability properties. These methods use matrix-vector products involving exponential-like functions of the Jacobian matrix, which can be approximated using Krylov subspace methods that require only matrix-vector products with the Jacobian. In this paper, we implement exponential integrators of second, third and fourth order and demonstrate that they are competitive with well-established approaches based on the backward differentiation formulas and a preconditioned Newton-Krylov solution strategy. |
Formato |
application/pdf |
Identificador | |
Publicador |
Australian Mathematical Society |
Relação |
http://eprints.qut.edu.au/54569/3/54569.pdf http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/6331 Carr, Elliot Joseph, Moroney, Timothy J., & Turner, Ian (2012) Performance assessment of exponential Rosenbrock method for large systems of ODE. ANZIAM Journal, 54, C102-C118. |
Direitos |
Australian Mathematical Society |
Fonte |
School of Mathematical Sciences; Science & Engineering Faculty |
Tipo |
Journal Article |