EXPINT---A MATLAB package for exponential integrators

  • Authors:
  • Håvard Berland;Bård Skaflestad;Will M. Wright

  • Affiliations:
  • Norwegian University of Science and Technology, Trondheim, Norway;Norwegian University of Science and Technology, Trondheim, Norway;Norwegian University of Science and Technology, Trondheim, Norway

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2007

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Abstract

Recently, a great deal of attention has been focused on the construction of exponential integrators for semilinear problems. In this article we describe a MATLAB1 package which aims to facilitate the quick deployment and testing of exponential integrators, of Runge--Kutta, multistep, and general linear type. A large number of integrators are included in this package along with several well-known examples. The so-called ϕ functions and their evaluation is crucial for accuracy, stability, and efficiency of exponential integrators, and the approach taken here is through a modification of the scaling and squaring technique, the most common approach used for computing the matrix exponential.