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To integrate large systems of nonlinear differential equations in time, we consider a variant of nonlinear waveform relaxation (also known as dynamic iteration or Picard–Lindelöf iteration), where at each iteration a linear inhomogeneous system of differential equations has to be solved. This is done by the exponential block Krylov subspace (EBK) method. Thus, we have an inner-outer iterative method, where iterative approximations are determined over a certain time interval, with no time stepping involved. This approach has recently been shown to be efficient as a time-parallel integrator within the PARAEXP framework. In this paper, convergence behavior of this method is assessed theoretically and practically. We examine efficiency of the method by testing it on nonlinear Burgers, Liouville–Bratu–Gelfand, and nonlinear heat conduction equations and comparing its performance with that of conventional time-stepping integrators.

To solve the Cahn–Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the implicit system arising each time integration step. The proposed method is gradient-stable and allows one to use large time steps, whereas, regarding its computational structure, it is an explicit time integration scheme. Numerical tests are presented to demonstrate abilities of the new method and compare it with other time integration methods for Cahn–Hilliard equation.

We study the numerical time integration of Maxwell's equations from electromagnetism. Following the method of lines approach we start from a general semidiscrete Maxwell system for which a number of time-integration methods are considered. These methods have in common an explicit treatment of the curl terms. Central in our investigation is the question how to efficiently raise the temporal convergence order beyond the standard order of two, in particular in the presence of an explicitly or implicitly treated damping term which models conduction.

Different time-stepping methods for a nodal high-order discontinuous Galerkin discretisation of the Maxwell equations are discussed. A comparison between the most popular choices of Runge-Kutta (RK) methods is made from the point of view of accuracy and computational work. By choosing the strong-stability-preserving Runge-Kutta (SSP-RK) time-integration method of order consistent with the polynomial order of the spatial discretisation, better accuracy can be attained compared with fixed-order schemes. Moreover, this comes without a significant increase in the computational work. A numerical Fourier analysis is performed for this Runge-Kutta discontinuous Galerkin (RKDG) discretisation to gain insight into the dispersion and dissipation properties of the fully discrete scheme. The analysis is carried out on both the one-dimensional and the two-dimensional fully discrete schemes and, in the latter case, on uniform as well as on non-uniform meshes. It also provides practical information on the convergence of the dissipation and dispersion error up to polynomial order 10 for the one-dimensional fully discrete scheme.

In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved. We compare this method to the backward Euler method combined with nonlinear iterations. For both methods we show monotonicity and boundedness of the solutions and give sufficient conditions for convergence of the nonlinear iterations. Numerical tests are presented to examine performance of the two schemes. The presented exponential Euler scheme is implemented based on restarted Krylov subspace methods and, hence, is essentially explicit (involves only matrix-vector products).

Light incident on a layer of scattering material such as a piece of sugar or white paper forms a characteristic speckle pattern in transmission and reflection. The information hidden in the correlations of the speckle pattern with varying frequency, polarization and angle of the incident light can be exploited for applications such as biomedical imaging and high-resolution microscopy. Conventional computational models for multi-frequency optical response involve multiple solution runs of Maxwell's equations with monochromatic sources. Exponential Krylov subspace time solvers are promising candidates for improving efficiency of such models, as single monochromatic solution can be reused for the other frequencies without performing full time-domain computations at each frequency. However, we show that the straightforward implementation appears to have serious limitations. We further propose alternative ways for efficient solution through Krylov subspace methods. Our methods are based on two different splittings of the unknown solution into different parts, each of which can be computed efficiently. Experiments demonstrate a significant gain in computation time with respect to the standard solvers.

For the iterative solution of saddle point problems, a nonsymmetric preconditioner is studied which, with respect to the upper-left block of the system matrix, can be seen as a variant of SSOR. An idealized situation where SSOR is taken with respect to the skew-symmetric part plus the diagonal part of the upper-left block is analyzed in detail. Since action of the preconditioner involves solution of a Schur complement system, an inexact form of the preconditioner can be of interest. This results in an inner-outer iterative process. Numerical experiments with solution of linearized Navier-Stokes equations demonstrate the efficiency of the new preconditioner, especially when the upper-left block is far from symmetric.

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly suitable for treating advection terms. We show that exponential time integrators can be an efficient, yet conceptually simple, option in this case. Our comparison includes three exponential integrators and one conventional scheme, the two-stage Rosenbrock method ROS2 which has been a popular alternative to splitting methods for solving advection-diffusion problems.