New efficient substepping methods for exponential timestepping

摘要

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approximation of a matrix exponential in every step, and one successful modern method is the Krylov subspace projection method. We investigate the effect of breaking down a single timestep into arbitrary multiple substeps, recycling the Krylov subspace to minimise costs. For these recycling based schemes we analyse the local error, investigate them numerically and show they can be applied to a large system with 106 unknowns. We also propose a new second order integrator that is found using the extra information from the substeps to form a corrector to increase the overall order of the scheme. This scheme is seen to compare favorably with other order two integrators.