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Exponential Integration of Large Systems of ODEs
Jitse Niesen
Department of Applied Mathematics
University of Leeds, UK
Abstract
Exponential integrators are methods for the solution of ordinary
differential equations which use the matrix exponential in some form.
As the solution to linear equations is given by the exponential, these
methods are well suited for stiff ordinary differential equations
where the stiffness is concentrated in the linear part. Such equations
arise when semi-discretizing semi-linear differential equations. The
biggest challenge for exponential integrators is that we need to
compute the exponential of a matrix. If the matrix is not small, as
is the case when solving partial differential equations, then an
iterative method needs to be used. Methods based on Krylov subspaces
are a natural candidate. I will describe the efforts of Will Wright
(La Trobe University, Melbourne) and myself to implement such a
procedure and comment on our results.
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