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A quadrature based method for evaluating exponential-type functions for exponential methods

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Abstract

We present a quadrature-based method to evaluate exponential-like operators required by different kinds of exponential integrators. The method approximates these operators by means of a quadrature formula that converges like O(e −cK), with K the number of quadrature nodes, and it is useful when solving parabolic equations. The approach allows also the evaluation of the associated scalar mappings. The method is based on numerical inversion of sectorial Laplace transforms. Several numerical illustrations are provided to test the algorithm, including examples with a mass matrix and the application of the method inside the MATLAB package EXP4, an adaptive solver based on an exponential Runge–Kutta method.

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Authors and Affiliations

  1. Instituto de Ciencias Matemáticas (CSIC-UAM-UC3M-UCM), Serrano 123, 28006, Madrid, Spain

    María López-Fernández

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  1. María López-Fernández
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Correspondence to María López-Fernández.

Additional information

Communicated by Timo Eirola.

Supported by DGI-MCYT under projects MTM 2008-03541 and MTM 2007-63257, cofinanced by FEDER funds, and the SIMUMAT project S-0505/ESP/0158 of the Council of Education of the Regional Government of Madrid (Spain).

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López-Fernández, M. A quadrature based method for evaluating exponential-type functions for exponential methods. Bit Numer Math 50, 631–655 (2010). https://doi.org/10.1007/s10543-010-0273-5

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  • DOI: https://doi.org/10.1007/s10543-010-0273-5

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