I propose a project about the implementation of some Exponential Integrators. Exponential integrators are a class of numerical methods for the solution of partial and ordinary differential equations. This class of methods is based on the exact integration of the linear part of an initial value problem and this can help to mitigate the stiffness of a differential equation. My idea is to implement at least four methods, the two basic methods exponential Euler and exponential Rosenbrock-Euler, and then two advanced methods with adaptive time stepping, one from Runge-Kutta and one from Rosenbrock-type exponential integrator family. This is my initial idea, but I'm willing to take advice and expand the project during the work period. I want to implement the methods as m-file so an implementation of this type should go into odepkg.



Chiara Segala


  • Marco
  • JackC