{"title":"直到四阶的高效指数罗森布洛克方法","authors":"B. Cano , M.J. Moreta","doi":"10.1016/j.cam.2024.116158","DOIUrl":null,"url":null,"abstract":"<div><p>In a previous paper, a technique was described to avoid order reduction with exponential Rosenbrock methods when integrating initial boundary value problems with time-dependent boundary conditions. That requires to calculate some information on the boundary from the given data. In the present paper we prove that, under some assumptions on the coefficients of the method which are mainly always satisfied, no numerical differentiation is required to approximate that information in order to achieve order 4 for parabolic problems with Dirichlet boundary conditions. With Robin/Neumann ones, just numerical differentiation in time may be necessary for order 4, but none for order <span><math><mrow><mo>≤</mo><mn>3</mn></mrow></math></span>.</p><p>Furthermore, as with this technique it is not necessary to impose any stiff order conditions, in search of efficiency, we recommend some methods of classical orders 2, 3 and 4 and we give some comparisons with several methods in the literature, with the corresponding stiff order.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"453 ","pages":"Article 116158"},"PeriodicalIF":2.1000,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377042724004072/pdfft?md5=8949791707da4e1a1fc108adf49d7214&pid=1-s2.0-S0377042724004072-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Efficient exponential Rosenbrock methods till order four\",\"authors\":\"B. Cano , M.J. Moreta\",\"doi\":\"10.1016/j.cam.2024.116158\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In a previous paper, a technique was described to avoid order reduction with exponential Rosenbrock methods when integrating initial boundary value problems with time-dependent boundary conditions. That requires to calculate some information on the boundary from the given data. In the present paper we prove that, under some assumptions on the coefficients of the method which are mainly always satisfied, no numerical differentiation is required to approximate that information in order to achieve order 4 for parabolic problems with Dirichlet boundary conditions. With Robin/Neumann ones, just numerical differentiation in time may be necessary for order 4, but none for order <span><math><mrow><mo>≤</mo><mn>3</mn></mrow></math></span>.</p><p>Furthermore, as with this technique it is not necessary to impose any stiff order conditions, in search of efficiency, we recommend some methods of classical orders 2, 3 and 4 and we give some comparisons with several methods in the literature, with the corresponding stiff order.</p></div>\",\"PeriodicalId\":50226,\"journal\":{\"name\":\"Journal of Computational and Applied Mathematics\",\"volume\":\"453 \",\"pages\":\"Article 116158\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2024-07-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0377042724004072/pdfft?md5=8949791707da4e1a1fc108adf49d7214&pid=1-s2.0-S0377042724004072-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational and Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0377042724004072\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042724004072","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Efficient exponential Rosenbrock methods till order four
In a previous paper, a technique was described to avoid order reduction with exponential Rosenbrock methods when integrating initial boundary value problems with time-dependent boundary conditions. That requires to calculate some information on the boundary from the given data. In the present paper we prove that, under some assumptions on the coefficients of the method which are mainly always satisfied, no numerical differentiation is required to approximate that information in order to achieve order 4 for parabolic problems with Dirichlet boundary conditions. With Robin/Neumann ones, just numerical differentiation in time may be necessary for order 4, but none for order .
Furthermore, as with this technique it is not necessary to impose any stiff order conditions, in search of efficiency, we recommend some methods of classical orders 2, 3 and 4 and we give some comparisons with several methods in the literature, with the corresponding stiff order.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.