12 October 2001
Dr Paul Matthews
Stiff systems of ODEs arise commonly when solving PDEs by spectral methods, so conventional explicit time-stepping methods require very small time steps. The stiffness arises predominantly through the linear terms, and these terms can be handled implicitly or exactly, permitting larger time steps. This work develops and investigates a class of methods known as 'exponential time differencing'. These methods are shown to have a number of advantages over the more well-known linearly implicit methods and integrating factor methods.
- Computational Mathematics and Applications Seminar