Abstract. We introduce a new class of exponential integrators for the numerical integration of large-scale systems of stiff differential equations. These so-called Rosenbrock-type methods linearize the flow in each time step and make use of the matrix exponential and related functions of the Jacobian. In contrast to standard integrators, the methods are fully explicit and do not require the numerical solution of linear systems. We analyze the convergence properties of these integrators in a semigroup framework of semilinear evolution equations in Banach spaces. In particular, we derive an abstract stability and convergence result for variable step sizes. This analysis further provides the required order conditions and thus allows us to construct pairs of embedded methods. We present a third order method with two stages, and a fourth order method with three stages, respectively. The application of the required matrix functions to vectors are computed by Krylov subspace approximations. We briefly discuss these implementation issues, and we give numerical examples that demonstrate the efficiency of the new integrators.
Nonlinear wave motion in dispersive media is solved numerically. The model applies to laser propagation in a relativistic plasma. The latter causes, besides dispersion, nonlinear effects due to relativistic mass variation in the presence of strong laser pulses. A new variant of the Gautschi-type integrator for reducing the number of time steps is proposed as a fast solver for such nonlinear wave-equations. In order to reduce the number of spatial grid points, a physically motivated quasi-envelope approach (QEA) is introduced. The new method turns out to reduce the computational time significantly compared to the standard leap-frog scheme.
A two-dimensional fluid laser-plasma integrator for stratified plasma-vacuum systems is presented. Inside a plasma, a laser pulse can be longitudinally compressed from ten or more wave lengths to one or two cycles. However, for physically realistic simulations, transversal effects have to be included, because transversal instabilities can destroy the pulse and transversal compression in the plasma as well as focusing in vacuum allows much higher intensities to be reached. In contrast to the one-dimensional case, where a two-step implementation of the Gautschi-type exponential integrator with constant step size turned out to be sufficient, it is essential to enable changes of the time step-size for the two-dimensional case. The use of a one-step version of the Gautschi-type integrator, being accurate of second order independent of the highest frequencies arising in the system, is proposed. In vacuum this allows to take arbitrarily large time steps. To optimize runtime and memory requirements within the plasma, a splitting of the Laplacian is suggested. This splitting allows to evaluate the matrix functions arising in the Gautschi-type method by onedimensional Fourier transforms. It is also demonstrated how the different variants of the scheme can be parallelized. Numerical experiments illustrate the superior performance and accuracy of the integrator compared to the standard leap-frog method. Finally, we discuss the simulation of a layered plasma vacuum structure using the new method.
This paper is concerned with the numerical solution of nonlinear Hamiltonian highly oscillatory systems of second-order differential equations of a special form. We present numerical methods of high asymptotic as well as time stepping order based on the modulated Fourier expansion of the exact solution. In particular we obtain time stepping orders higher than 2 with only a finite energy assumption on the initial values of the problem. In addition, the stepsize of these new numerical integrators is not restricted by the high frequency of the problem. Furthermore, numerical experiments on the modified Fermi-Pasta-Ulam problem as well as on a one dimensional model of a diatomic gas with short-range interaction forces support our investigations.
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