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Department of Mathematics,
University of California San Diego

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Special CCoM Seminar

Jitse Niesen

University of Leeds, UK \\ Department of Applied Mathematic

Exponential integration of large systems of ODEs

Abstract:

Exponential integrators are methods for the solution of ordinary differential equations which use the matrix exponential in some form. As the solution to linear equations is given by the exponential, these methods are well suited for stiff ordinary differential equations where the stiffness is concentrated in the linear part. Such equations arise when semi-discretizing semi-linear differential equations. The biggest challenge for exponential integrators is that we need to compute the exponential of a matrix. If the matrix is not small, as is the case when solving partial differential equations, then an iterative method needs to be used. Methods based on Krylov subspaces are a natural candidate. I will describe the efforts of Will Wright (La Trobe University, Melbourne) and myself to implement such a procedure and comment on our results.

Host: Melvin Leok

October 23, 2009

11:00 AM

AP&M 2402

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