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10/18/05 Colloquium
Dr. Havard Berland
Department of Mathematics
Norwegian University of Science and
Technology, Trondheim
Department of Mathematics
Norwegian University of Science and
Technology, Trondheim
Exponential Integrators
Abstract: We give an introduction to exponential integrators, starting with a motivation for their use. A format for describing exponential integrators as an extension of general linear schemes (including RK-schemes and multistep-schemes), and order conditions in this setup are developed. Stiff order conditions are relevant for parabolic problems and are also described. A Matlab package has been developed to ease the implementation and testing of most known exponential integrators, we describe this package and end with some numerical examples using it.