An Accurate Polynomial Approximation of Exponential Integrators
详细信息    查看全文
  • 作者:A. Y. Suhov (1)
  • 关键词:Exponential integrators ; Exponential time differencing ; Polynomial approximation ; NLS ; Nonlinear wave equation ; Reaction–diffusion equation ; 65M22 ; 65L04 ; 41A10
  • 刊名:Journal of Scientific Computing
  • 出版年:2014
  • 出版时间:September 2014
  • 年:2014
  • 卷:60
  • 期:3
  • 页码:684-698
  • 全文大小:530 KB
  • 参考文献:1. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions. Dover, NY (1972)
    2. Al-Mohy, A.H., Higham, N.J.: Computing the action of the matrix exponential, with an application to exponential integrators. SIAM J. Sci. Comput. 33, 488-11 (2011) CrossRef
    3. Beylkin, G., Keiser, J.M., Vozovoi, L.: A new class of time discretization schemes for the solution of nonlinear PDEs. J. Comput. Phys. 147, 362-87 (1998) CrossRef
    4. Caliari, M.: Accurate evaluation of divided differences for polynomial interpolation of exponential propagators. Computing 80, 189-01 (2007) CrossRef
    5. Caliari, M., Ostermann, A.: Implementation of exponential Rosenbrock-type integrators. Appl. Numer. Math. 59, 568-81 (2009) CrossRef
    6. Cox, S.M., Matthews, P.C.: Exponential time differencing for stiff systems. J. Comput. Phys. 176, 430-55 (2002) CrossRef
    7. Druskin, V.L., Knizhnerman, L.A.: Two polynomial methods of calculating functions of symmetric matrices. USSR Comput. Math. Math. Phys. 29, 112-21 (1989) CrossRef
    8. Gallopoulos, E., Saad, Y.: Effcient solution of parabolic equations by Krylov subspace methods. SIAM J. Sci. Stat. Comput. 13, 1236-264 (1992) CrossRef
    9. Higham, N.J.: Accuracy and Stability of Numerical Algorithms. SIAM, Philadelphia (1996)
    10. Higham, N.J.: Functions of Matrices: Theory and Computation. SIAM, Philadelphia (2008) CrossRef
    11. Hochbruck, M., Ostermann, A.: Exponential integrators. Acta Numer. 19, 209-86 (2010) CrossRef
    12. Hochbruck, M., Ostermann, A.: Explicit exponential Runge–Kutta methods for semilinear parabolic problems. SIAM J. Numer. Anal. 43, 1069-090 (2005) CrossRef
    13. Hochbruck, M., Lubich, Ch., Selhofer, H.: Exponential integrators for large systems of differential equations. SIAM J. Sci. Comput. 19, 1552-574 (1998) CrossRef
    14. Hochbruck, M., Lubich, Ch.: On Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34, 1911-925 (1997) CrossRef
    15. Kassam, A.-K., Trefethen, L.N.: Fourth-order time-stepping for stiff PDEs. SIAM J. Sci. Comput. 26, 1214-233 (2005) CrossRef
    16. Krogstad, S.: Generalized integrating factor methods for stiff PDEs. J. Comput. Phys. 203, 72-8 (2005) CrossRef
    17. Meinardus, G.: Approximation of Functions: Theory and Numerical Methods. Springer, NY (1967)
    18. Minchev, B., Wright, W.M.: A review of exponential integrators for semilinear problems. Technical Report 2/05, Department of Mathematical Sciences, NTNU, Norway (2005)
    19. Niesen, J., Wright, W.M.: A Krylov subspace algorithm for evaluating the \(\varphi \) -functions appearing in exponential integrators. ACM Trans. Math. Softw. Accepted for publication (2011)
    20. Ndong, M., Tal-Ezer, H., Kosloff, R., Koch, C.P.: A Chebychev propagator for inhomogeneous Schr?dinger equations. J. Chem. Phys. 130, 124108 (2009) CrossRef
    21. Rainville, E.D.: Special Functions. The Macmillan Company, NY (1967)
    22. Reichel, L.: Newton interpolation at Leja points. BIT 30, 332-46 (1990) CrossRef
    23. Rivlin, T.J.: The Chebyshev Polynomials. Wiley, NY (1974)
    24. Schmelzer, T., Trefethen, L.N.: Evaluating matrix functions for exponential integrators via Caratheodory–Fejer approximation and contour integrals. Electron. Trans. Numer. Anal. 29, 1-8 (2007)
    25. Sidje, R.: EXPOKIT: software package for computing matrix exponentials. ACM Trans. Math. Softw. 24, 130-56 (1998) CrossRef
    26. Skaflestad, B., Wright, W.M.: The scaling and modified squaring method for matrix functions related to the exponential. Appl. Numer. Math. 59, 783-99 (2009) CrossRef
    27. Suhov, A.Y.: A spectral method for the time evolution in parabolic problems. J. Sci. Comput. 29, 201-17 (2006) CrossRef
    28. Tal-Ezer, H.: On restart and error estimation for Krylov approximation of \(w=f(A)v\) . SIAM J. Sci. Comput. 29, 2426-441 (2007) CrossRef
    29. Tal-Ezer, H.: Spectral methods in time for parabolic problems. SIAM J. Numer. Anal. 26, 1-1 (1989) CrossRef
    30. Tal-Ezer, H.: Spectral methods in time for hyperbolic equations. SIAM J. Numer. Anal. 23, 11-6 (1986) CrossRef
    31. Tal-Ezer, H., Kosloff, R.: An accurate and efficient scheme for propogating the time dependent Schr?dinger equation. J. Chem. Phys. 81, 3967-971 (1984) CrossRef
    32. Toh, K.-C., Trefethen, L.N.: The Kreiss matrix theorem on a general complex domain. SIAM J. Matrix Anal. Appl. 21, 145-65 (1999) CrossRef
    33. Trefethen, L.N.: Spectral Methods in Matlab. SIAM, Philadelphia (2000) CrossRef
  • 作者单位:A. Y. Suhov (1)

    1. Department of Applied Mathematics, Tel Aviv University, 69978?, Tel Aviv, Israel
  • ISSN:1573-7691
文摘
Numerical time propagation of semi-linear equations such as reaction–diffusion, non-linear Schr?dinger or semi-linear wave equations can be performed by the use of exponential time differencing. However, the evaluation of exponential integrators poses a serious technical complexity, particularly in multiple dimensions. In this paper we approach this difficulty by deriving simple polynomial series approximations of exponential integrators. Several numerical examples are presented.

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700