Fourth-order time stepping for stiff PDEs

A modification of the ETDRK4 (Exponential Time Differencing fourth-order Runge-Kutta) method for solving stiff nonlinear PDEs is presented that solves the problem of numerical instability in the scheme as proposed by Cox and Matthews and generalizes the method to non-diagonal operators. A comparison...

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Bibliographic Details
Main Authors: Kassam, A, Trefethen, L
Format: Report
Published: Unspecified 2003