## 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

presented.

SCAIM Seminar 2006