Generalized integrating factor methods for stiff PDEs

Authors:
S. Krogstad
Affiliations:
Department of Computer Science, University of Bergen, N-5020, Norway
Venue:
Journal of Computational Physics
Year:
2005

Citing 9
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Abstract

The integrating factor (IF) method for numerical integration of stiff nonlinear PDEs has the disadvantage of producing large error coefficients when the linear term has large norm. We propose a generalization of the IF method, and in particular construct multistep-type methods with several orders of magnitude improved accuracy. We also consider exponential time differencing (ETD) methods, and point out connections with a particular application of the commutator-free Lie group methods. We present a new fourth order ETDRK method with improved accuracy. The methods considered are compared in several numerical examples.