Article ID Journal Published Year Pages File Type
4645386 Applied Numerical Mathematics 2012 14 Pages PDF
Abstract

We present a new class of exponential integrators, exponential peer methods, for the solution of stiff differential systems. Order conditions are derived. For a special class of methods of order p=s−1, s the number of stages, we show optimal zero stability and prove that for a wide class of stiff systems the methods are of order p⩾s−1. Numerical tests and comparison with exponential integrators of the Expint package are given. The numerical tests confirm the theoretical results, no order reduction is observed.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics