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Phi functions at zero require no matrix division
Statement
For , , , and a step , compute the exponential-Euler and ETD2 steps directly from the series values and . The ETD2 step is exact, while exponential Euler returns zero.
Facts & Assumptions
Given: The scalar IVP and exact method maps of Exponential Euler and the two-stage ETD2 step maps.
The phi-function family by everywhere-convergent series and The scalar and matrix phi series converge absolutely: at zero, , , and , directly from the convergent series.
Exponential Euler and the two-stage ETD2 step maps: the ETD2 predictor is exponential Euler and its correction uses and .
First-order systems, initial value problems, and solutions on intervals and If is differentiable with integrable then ; and a bounded derivative makes Lipschitz: a solution of is differentiable and its endpoint change is the integral of its derivative.
Verification
By [F3], the exact solution is , so .
Since , and . The exponential-Euler step is therefore , and its predictor for ETD2 is also .
At the ETD2 endpoint, . Its update is , which equals the exact value from step 1.1. This calculation evaluates from the series and never divides by or its eigenvalues.
Depends on
- If $f : [a,b] \to \mathbb{R}^m$ is differentiable with integrable $f'$ then $\int_a^b f' = f(b)-f(a)$; and a bounded derivative makes $f$ Lipschitz
- First-order systems, initial value problems, and solutions on intervals
- The phi-function family by everywhere-convergent series
- The scalar and matrix phi series converge absolutely
- Exponential Euler and the two-stage ETD2 step maps
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Jitse Niesen and Will M. Wright, A Krylov Subspace Algorithm for Evaluating the Phi-Functions Appearing in Exponential Integrators, arXiv:0907.4631v2 (standard reference, not scraped)
- Marlis Hochbruck and Alexander Ostermann, Exponential Integrators, Acta Numerica 19 (2010) (standard reference, not scraped)