On the construction of restricted-denominator exponential W-methods

Authors:
Paolo Novati
Affiliations:
Dipartimento di Matematica Pura ed Applicata, Unversití dell'Aquila, Via Vetoio, Coppito, L'Aquila 67010, Italy
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

In this paper we consider the practical construction of exponential W-methods for the solution of large stiff nonlinear initial value problems, based on the restricted-denominator rational approach for the computation of the functions of matrices required. This approach is employed together with the Krylov subspace method based on the Arnoldi algorithm. Two integrators are constructed and tested on some classical stiff equations arising from the semidiscretization of parabolic problems.