Efficient exponential Rosenbrock methods till order four
In a previous paper, a technique was described to avoid order reduction with exponential Rosenbrock methods when integrating initial boundary value problems with time-dependent boundary conditions. That requires to calculate some information on the boundary from the given data. In the present paper...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/112236 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/112236 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.6 Exponential Rosenbrock methods Nonlinear reaction–diffusion problems Avoiding order reduction in time Efficiency Matemáticas (Matemáticas) Análisis numérico 1206 Análisis Numérico 1206.13 Ecuaciones Diferenciales en Derivadas Parciales |
| Sumario: | In a previous paper, a technique was described to avoid order reduction with exponential Rosenbrock methods when integrating initial boundary value problems with time-dependent boundary conditions. That requires to calculate some information on the boundary from the given data. In the present paper we prove that, under some assumptions on the coefficients of the method which are mainly always satisfied, no numerical differentiation is required to approximate that information in order to achieve order 4 for parabolic problems with Dirichlet boundary conditions. With Robin/Neumann ones, just numerical differentiation in time may be necessary for order 4, but none for order ≤ 3. Furthermore, as with this technique it is not necessary to impose any stiff order conditions, in search of efficiency, we recommend some methods of classical orders 2, 3 and 4 and we give some comparisons with several methods in the literature, with the corresponding stiff order. |
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