Note on filon-type integration for higher order exponential time differencing methods in stiff systems |
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| Authors: | Xiang Shu-huang |
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| Affiliation: | (1) School of Mathematical Science and Computing Technology, Central South University, 410083 Changsha, China |
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| Abstract: | The Filon-type quadrature is efficient for highly oscillatory functions — Fourier transforms. Based on Cox and Matthews’ ETD schemes, the higher order single step exponential time differencing schemes are presented based on the Filon-type integration and the A-stability of the two-order Adams-Bashforth exponential time differencing scheme is considered. The effectiveness and accuracy of the schemes is tested. Foundation item: Projects(02JJY2006, 03JJY2001) supported by Natural Science Foundation of Hunan Province; project supported by JSPS Fellowship Research Program |
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| Keywords: | exponential time differencing method stiff system Filon method Runge-Kutta method |
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