A new class of exponential propagation iterative methods of Runge-Kutta type (EPIRK)

Authors:
M. Tokman
Affiliations:
School of Natural Sciences, University of California, 5200 N., Lake Road, Merced, CA 95343, United States
Venue:
Journal of Computational Physics
Year:
2011

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Abstract

We propose a new class of the exponential propagation iterative methods of Runge-Kutta-type (EPIRK). The EPIRK schemes are exponential integrators that can be competitive with explicit and implicit methods for integration of large stiff systems of ODEs. Introducing the new, more general than previously proposed, ansatz for EPIRK schemes allows for more flexibility in deriving computationally efficient high-order integrators. Recent extension of the theory of B-series to exponential integrators [1] is used to derive classical order conditions for schemes up to order five. An algorithm to systematically solve these conditions is presented and several new fifth order schemes are constructed. Several numerical examples are used to verify the order of the methods and to illustrate the performance of the new schemes.