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Analysis and Applications of the Exponential Time Differencing Schemes and Their Contour Integration Modifications

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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 methods.

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Correspondence to Qiang Du or Wenxiang Zhu.

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65M15, 65M70, 82D99

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Du, Q., Zhu, W. Analysis and Applications of the Exponential Time Differencing Schemes and Their Contour Integration Modifications. Bit Numer Math 45, 307–328 (2005). https://doi.org/10.1007/s10543-005-7141-8

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  • DOI: https://doi.org/10.1007/s10543-005-7141-8

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