High-order schemes of exponential time differencing for stiff systems with nondiagonal linear part

Abstract

Exponential time differencing methods are a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models often possess fast oscillating or decaying modes—in other words, are stiff systems. Practical implementation of these methods for the systems with nondiagonal linear part of equations is exacerbated by infeasibility of an analytical calculation of the exponential of a nondiagonal linear operator; in this case, the coefficients of the exponential time differencing scheme cannot be calculated analytically. We suggest an approach, where these coefficients are numerically calculated with auxiliary problems. We rewrite the high-order Runge–Kutta type schemes in terms of the solutions to these auxiliary problems and practically examine the accuracy and computational performance of these methods for a heterogeneous Cahn–Hilliard equation, a sixth-order spatial derivative equation governing pattern formation in the presence of an additional conservation law, and a Fokker–Planck equation governing macroscopic dynamics of a network of neurons.