Exponential time differencing for stiff systems

  • Authors:

  • S. M. Cox;P. C. Matthews

  • Affiliations:

  • School of Mathematical Sciences, University of Nottingham, University Park, Nottingham NG7 2RD, UK;School of Mathematical Sciences, University of Nottingham, University Park, Nottingham NG7 2RD, UK

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2002

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Abstract

We develop a class of numerical methods for stiff systems, based on the method of exponential time differencing. We describe schemes with second- and higher-order accuracy, introduce new Runge-Kutta versions of these schemes, and extend the method to show how it may be applied to systems whose linear part is nondiagonal. We test the method against other common schemes, including integrating factor and linearly implicit methods, and show how it is more accurate in a number of applications. We apply the method to both dissipative mad dispersive partial differential equations, after illustrating its behavior using forced ordinary differential equations with stiff linear parts.