Note on filon-type integration for higher order exponential time differencing methods in stiff systems

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.

Keywords

exponential time differencing method / stiff system / Filon method / Runge-Kutta method

References

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