Unconditional stability of explicit exponential Runge-Kutta methods for semi-linear ordinary differential equations

In this paper we define unconditional stability properties of exponential Kunge-Kutta metnoas wnen tney are apphed to semi-linear systems or ordinary differential equations characterized by a stiff linear part and a non-stiff non-linear part. These properties are related to a class of systems and to a specific norm. We give sufficient conditions in order that an explicit method satisfies such properties. On the basis of such conditions we analyze some of the popular methods.

[1]  Lloyd N. Trefethen,et al.  Fourth-Order Time-Stepping for Stiff PDEs , 2005, SIAM J. Sci. Comput..

[2]  Brynjulf Owren,et al.  Solving the nonlinear Schrodinger equation using exponential integrators , 2006 .

[3]  Steven J. Ruuth,et al.  Implicit-explicit methods for time-dependent partial differential equations , 1995 .

[4]  Elena Celledoni,et al.  Commutator-free Lie group methods , 2003, Future Gener. Comput. Syst..

[5]  B. Minchev,et al.  A review of exponential integrators for first order semi-linear problems , 2005 .

[6]  C. Lubich,et al.  On Krylov Subspace Approximations to the Matrix Exponential Operator , 1997 .

[7]  J. Kraaijevanger Contractivity of Runge-Kutta methods , 1991 .

[8]  J. Verwer,et al.  Numerical solution of time-dependent advection-diffusion-reaction equations , 2003 .

[9]  Einar M. Rønquist,et al.  An Operator-integration-factor splitting method for time-dependent problems: Application to incompressible fluid flow , 1990 .

[10]  A. Friedli Verallgemeinerte Runge-Kutta Verfahren zur Loesung steifer Differentialgleichungssysteme , 1978 .

[11]  S. Krogstad Generalized integrating factor methods for stiff PDEs , 2005 .

[12]  Marlis Hochbruck,et al.  Exponential Integrators for Quantum-Classical Molecular Dynamics , 1999 .

[13]  M. Hochbruck,et al.  Exponential Runge--Kutta methods for parabolic problems , 2005 .

[14]  B. V. Leer,et al.  A quasi-steady state solver for the stiff ordinary differential equations of reaction kinetics , 2000 .

[15]  T. Ström On Logarithmic Norms , 1975 .

[16]  Jan Verwer,et al.  An evaluation of explicit pseudo-steady-state approximation schemes for stiff ODE systems from chemical kinetics , 1993 .

[17]  J. D. Lawson Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants , 1967 .

[18]  Håvard Berland,et al.  NORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET , 2005 .

[19]  S. Cox,et al.  Exponential Time Differencing for Stiff Systems , 2002 .

[20]  H. Munthe-Kaas High order Runge-Kutta methods on manifolds , 1999 .

[21]  J. M. Keiser,et al.  A New Class of Time Discretization Schemes for the Solution of Nonlinear PDEs , 1998 .

[22]  Steven J. Ruuth,et al.  Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations , 1997 .

[23]  Marlis Hochbruck,et al.  Exponential Integrators for Large Systems of Differential Equations , 1998, SIAM J. Sci. Comput..

[24]  Marlis Hochbruck,et al.  Explicit Exponential Runge-Kutta Methods for Semilinear Parabolic Problems , 2005, SIAM J. Numer. Anal..

[25]  R. Weiner,et al.  B-convergence results for linearly implicit one step methods , 1987 .

[26]  Marlis Hochbruck,et al.  A Gautschi-type method for oscillatory second-order differential equations , 1999, Numerische Mathematik.