Exponential integrators

  • Date: 10/03/2006

Anne Kvaernoe (Norwegian University of Science and Technology, Trondheim, Norway )


University of British Columbia


Numerical schemes for ordinary differential equations, using matrix
exponentials, were introduced in the 1960's as a way to overcome the
stability restrictions of explicit methods. However, such methods were
not considered as a practical mean of solving stiff ODEs until quite
recently. Due to improvements in the efficient computation of the
exponential function, exponential integrators have emerged as a viable
alternative for the integration of spatially discretized nonlinear
parabolic and hyperbolic differential equations. In this talk an
overview on the construction of exponential integrators will be given,
implementation issues will be discussed, and examples of the methods
applied to some well known problems like the nonlinear Schroedinger,
the Kuramoto-Shivashinski and the Gray-Scott equations will be

Other Information: 

SCAIM Seminar 2006