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Fourth-order time stepping for stiff PDEs

Abstract:

A modification of the ETDRK4 (Exponential Time Differencing fourth-order Runge-Kutta) method for solving stiff nonlinear PDEs is presented that solves the problem of numerical instability in the scheme as proposed by Cox and Matthews and generalizes the method to non-diagonal operators. A comparison is made of the performance of this modified ETD scheme against the competing methods of implicit--explicit differencing, integrating factors, time-splitting, and Fornberg and Driscoll's "sliders" ...

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Publisher:
Unspecified
Publication date:
2003-12-01
UUID:
uuid:223cd334-15cb-4436-8b77-d30408f684c5
Local pid:
oai:eprints.maths.ox.ac.uk:1194
Deposit date:
2011-05-20

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