2,048 research outputs found
Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators
Dozens of exponential integration formulas have been proposed for the
high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries
and Ginzburg-Landau equations. We report the results of extensive comparisons
in MATLAB and Chebfun of such formulas in 1D, 2D and 3D, focusing on fourth and
higher order methods, and periodic semilinear stiff PDEs with constant
coefficients. Our conclusion is that it is hard to do much better than one of
the simplest of these formulas, the ETDRK4 scheme of Cox and Matthews
Fourth-order time-stepping for stiff PDEs on the sphere
We present in this paper algorithms for solving stiff PDEs on the unit sphere
with spectral accuracy in space and fourth-order accuracy in time. These are
based on a variant of the double Fourier sphere method in coefficient space
with multiplication matrices that differ from the usual ones, and
implicit-explicit time-stepping schemes. Operating in coefficient space with
these new matrices allows one to use a sparse direct solver, avoids the
coordinate singularity and maintains smoothness at the poles, while
implicit-explicit schemes circumvent severe restrictions on the time-steps due
to stiffness. A comparison is made against exponential integrators and it is
found that implicit-explicit schemes perform best. Implementations in MATLAB
and Chebfun make it possible to compute the solution of many PDEs to high
accuracy in a very convenient fashion
A New Algorithm for Computing the Actions of Trigonometric and Hyperbolic Matrix Functions
A new algorithm is derived for computing the actions and
, where is cosine, sinc, sine, hyperbolic cosine, hyperbolic
sinc, or hyperbolic sine function. is an matrix and is
with . denotes any matrix square root of
and it is never required to be computed. The algorithm offers six independent
output options given , , , and a tolerance. For each option, actions
of a pair of trigonometric or hyperbolic matrix functions are simultaneously
computed. The algorithm scales the matrix down by a positive integer ,
approximates by a truncated Taylor series, and finally uses the
recurrences of the Chebyshev polynomials of the first and second kind to
recover . The selection of the scaling parameter and the degree of
Taylor polynomial are based on a forward error analysis and a sequence of the
form in such a way the overall computational cost of the
algorithm is optimized. Shifting is used where applicable as a preprocessing
step to reduce the scaling parameter. The algorithm works for any matrix
and its computational cost is dominated by the formation of products of
with matrices that could take advantage of the implementation of
level-3 BLAS. Our numerical experiments show that the new algorithm behaves in
a forward stable fashion and in most problems outperforms the existing
algorithms in terms of CPU time, computational cost, and accuracy.Comment: 4 figures, 16 page
ParaExp using Leapfrog as Integrator for High-Frequency Electromagnetic Simulations
Recently, ParaExp was proposed for the time integration of linear hyperbolic
problems. It splits the time interval of interest into sub-intervals and
computes the solution on each sub-interval in parallel. The overall solution is
decomposed into a particular solution defined on each sub-interval with zero
initial conditions and a homogeneous solution propagated by the matrix
exponential applied to the initial conditions. The efficiency of the method
depends on fast approximations of this matrix exponential based on recent
results from numerical linear algebra. This paper deals with the application of
ParaExp in combination with Leapfrog to electromagnetic wave problems in
time-domain. Numerical tests are carried out for a simple toy problem and a
realistic spiral inductor model discretized by the Finite Integration
Technique.Comment: Corrected typos. arXiv admin note: text overlap with arXiv:1607.0036
- …