Solution of nonlinear time-dependent PDEs through componentwise approximation of matrix functions

Abstract

Exponential propagation iterative (EPI) methods provide an efficient approach to the solution of large stiff systems of ODEs, compared to standard integrators. However, the bulk of the computational effort in these methods is due to products of matrix functions and vectors, which can become very costly at high resolution due to an increase in the number of Krylov projection steps needed to maintain accuracy. In this paper, it is proposed to modify EPI methods by using Krylov subspace spectral (KSS) methods, instead of standard Krylov projection methods, to compute products of matrix functions and vectors. Numerical experiments demonstrate that this modification causes the number of Krylov projection steps to become bounded independently of the grid size, thus dramatically improving efficiency and scalability. As a result, for each test problem featured, as the total number of grid points increases, the growth in computation time is just below linear, while other methods achieved this only on selected test problems or not at all.