Rosenbrock-Krylov Methods for Large Systems of Differential Equations
For researchers solving large-scale ODEs or semi-discrete PDEs, this provides a more efficient integrator that eliminates the need to monitor linear system errors at each stage.
This paper introduces Rosenbrock-Krylov methods, a new class of integrators that integrate time discretization and Krylov space approximation into a single process, requiring a small number of basis vectors determined solely by temporal order. Numerical results demonstrate favorable properties compared to existing Rosenbrock and Rosenbrock-W schemes.
This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or semi-discrete PDEs. The time discretization and the Krylov space approximation are treated as a single computational process, and the Krylov space properties are an integral part of the new Rosenbrock-K order condition theory developed herein. Consequently, Rosenbrock-K methods require a small number of basis vectors determined solely by the temporal order of accuracy. The subspace size is independent of the ODE under consideration, and there is no need to monitor the errors in linear system solutions at each stage. Numerical results show favorable properties of Rosenbrock-K methods when compared to current Rosenbrock and Rosenbrock-W schemes.