4.6 Article

Fast High-Order Compact Exponential Time Differencing Runge-Kutta Methods for Second-Order Semilinear Parabolic Equations

Journal

JOURNAL OF SCIENTIFIC COMPUTING
Volume 67, Issue 3, Pages 1043-1065

Publisher

SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10915-015-0117-1

Keywords

Integrating factor; Exponential time differencing; Linear splitting; Two-step compact difference; Discrete Fourier transforms; Runge-Kutta approximations

Funding

  1. China Fundamental Research of Civil Aircraft [MJ-F-2012-04]
  2. US National Science Foundation [DMS-1521965, DMS-1215659]
  3. US Department of Energy [DE-SC0008087-ER65393]
  4. National Natural Science Foundation of China [11171189]
  5. Direct For Mathematical & Physical Scien
  6. Division Of Mathematical Sciences [1521965] Funding Source: National Science Foundation

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In this paper we propose fast high-order numerical methods for solving a class of second-order semilinear parabolic equations in regular domains. The proposed methods are explicit in nature, and use exponential time differencing and Runge-Kutta approximations in combination with a linear splitting technique to achieve accurate and stable time integration. A two-step compact difference scheme is employed for spatial discretization to obtain fourth-order accuracy and make use of FFT-based fast calculations. Such methods can be applied to problems with stiff nonlinearities and boundary conditions of Dirichlet or periodic types. Linear stability analysis and various numerical experiments are also presented to demonstrate accuracy and stability of the proposed methods.

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