Modul
Exponential Integrators [M-MATH-103700]
Credits
6Recurrence
UnregelmäßigDuration
1 SemesterLanguage
Level
4Version
1Responsible
Organisation
- KIT-Fakultät für Mathematik
Part of
Bricks
Identifier | Name | LP |
---|---|---|
T-MATH-107475 | Exponential Integrators | 6 |
Competence Certificate
Oral exam of approximately 20 minutes
Prerequisites
None
Content
In this class we consider the construction, analysis, implementation and application of exponential integrators. The focus will be on two types of stiff problems.
The first one is characterized by a Jacobian that possesses eigenvalues with large negative real parts. Parabolic partial differential equations and their spatial discretization are typical examples. The second class consists of highly oscillatory problems with purely imaginary eigenvalues of large modulus.
Apart from motivating the construction of exponential integrators for various classes of problems, our main intention in this class is to present the mathematics behind these methods. We will derive error bounds that are independent of stiffness or highest frequencies in the system.
Since the implementation of exponential integrators requires the evaluation of the product of a matrix function with a vector, we will briefly discuss some possible approaches as well.