2005
DOI: 10.1007/s10543-005-7141-8
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Analysis and Applications of the Exponential Time Differencing Schemes and Their Contour Integration Modifications

Abstract: Abstract.We study in this paper the exponential time differencing (ETD) schemes and their modifications via complex contour integrations for the numerical solutions of parabolic type equations. We illustrate that the contour integration shares an added advantage of improving the stability of the time integration. In addition, we demonstrate the effectiveness of the ETD type schemes through the numerical solution of a typical problem in phase field modeling and through the comparisons with other existing method… Show more

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Cited by 110 publications
(73 citation statements)
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“…A quite convenient way to numerically solve equations of the same kind as (20) is to use Exponential Time Differencing Runge-Kutta (ETDRK) methods [47,48,49,50]. If h denotes the (assumed constant) time step size, the first order and fourth order schemes [49] can respectively be written as…”
Section: Numerical Strategymentioning
confidence: 99%
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“…A quite convenient way to numerically solve equations of the same kind as (20) is to use Exponential Time Differencing Runge-Kutta (ETDRK) methods [47,48,49,50]. If h denotes the (assumed constant) time step size, the first order and fourth order schemes [49] can respectively be written as…”
Section: Numerical Strategymentioning
confidence: 99%
“…Following [49,48], in order to avoid these errors for small values of |Lh|, the numerical evaluation of (e z − 1)/z makes use of a contour integral in the complex plane around z = 0. Preliminary tests on one-dimensional Michelson-Sivashinsky equation [21] showed it was more convenient to use the ETDRK4 method in terms of stability and CPU effort.…”
Section: Numerical Strategymentioning
confidence: 99%
“…The stability analysis for cETD schemes is similar to the stability analysis of ETD [2,14,6,7,9], and the stability analysis of cIIF presented above.…”
Section: Stability Analysis Of Ciif Methodsmentioning
confidence: 81%
“…Using the second order central difference discretization on the diffusion, we obtain a system of nonlinear ODEs (6) Next we define three matrices U, A and B by (7) (8) and (9) In terms of these three matrices, the semi-discretized form (6) becomes (10) This formulation is based on a compact representation previously developed for solving a twodimensional Poisson's equation and other related separable equations [10].…”
Section: Two-dimensionsmentioning
confidence: 99%
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