Exponential time-differencing with embedded Runge–Kutta adaptive step control

Abstract

We have presented the first embedded Runge–Kutta exponential time-differencing (RKETD) methods of fourth order with third order embedding and fifth order with third order embedding for non-Rosenbrock type nonlinear systems. A procedure for constructing RKETD methods that accounts for both order conditions and stability is outlined. In our stability analysis, the fast time scale is represented by a full linear operator in contrast to particular scalar cases considered before. An effective time-stepping strategy based on reducing both ETD function evaluations and rejected steps is described. Comparisons of performance with adaptive-stepping integrating factor (IF) are carried out on a set of canonical partial differential equations: the shock-fronts of Burgers equation, interacting KdV solitons, KS controlled chaos, and critical collapse of two-dimensional NLS.