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Explicit exponential Runge-Kutta methods for semilinear parabolic problems. (English) Zbl 1093.65052

Summary: The aim of this paper is to analyze explicit exponential Runge-Kutta methods for the time integration of semilinear parabolic problems. The analysis is performed in an abstract Banach space framework of sectorial operators and locally Lipschitz continuous nonlinearities. We commence by giving a new and short derivation of the classical (nonstiff) order conditions for exponential Runge-Kutta methods, but the main interest of our paper lies in the stiff case.
By expanding the errors of the numerical method in terms of the solution, we derive new order conditions that form the basis of our error bounds for parabolic problems. We show convergence for methods up to order four, and we analyze methods that were recently presented in the literature. These methods have classical order four, but they do not satisfy some of the new conditions. Therefore, an order reduction is expected. We present numerical experiments which show that this order reduction in fact arises in practical examples. Based on our new conditions, we finally construct methods that do not suffer from order reduction.

MSC:

65J15 Numerical solutions to equations with nonlinear operators
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34G20 Nonlinear differential equations in abstract spaces
65L70 Error bounds for numerical methods for ordinary differential equations
35K55 Nonlinear parabolic equations
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs