IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences

Efficient exponential integrators for large-scale stiff systems and applications

  • April 19, 2019
  • 2:30 p.m.
  • LeConte 317R


Many problems in science and engineering involve multiple physical processes, where complex interactions between these components can result in dynamics evolving on different time scales (known as stiff systems). In recent years, exponential time integration methods have emerged as an efficient alternative to classical and standard time integrators for solving large stiff systems resulting from spatial semi-discretization of nonlinear PDEs. These methods are fully explicit but do not suffer from the stability restrictions that constrain classical time integrators. Additionally, these methods can take much larger time steps than other approaches while maintaining the same level of accuracy. Thus they can offer significant computational savings, particularly for large-scale stiff systems where no efficient preconditioner is available. In this talk, I will introduce exponential methods, and present my work in their derivation, analysis, and implementation. I will then present recent results using our new methods on applications in visual computing and in meteorology.

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