How to avoid order reduction in third-order exponential Runge--Kutta methods for problems with non-commutative operators?
Thi Tam Dang, Trung Hau Hoang

TL;DR
This paper presents a specific third-order exponential Runge--Kutta method that avoids order reduction in problems with non-commutative operators by satisfying certain order conditions, supported by theoretical analysis and numerical validation.
Contribution
It introduces a fourth-stage third-order exponential Runge--Kutta method that avoids order reduction for non-commutative operators, ensuring expected accuracy.
Findings
The method achieves the expected third-order accuracy.
Order reduction is avoided when all order conditions are satisfied.
Numerical experiments confirm theoretical convergence results.
Abstract
This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized problems involving unbounded and non-commuting operators. In this work, we consider a fourth-stage third-order Runge--Kutta method, which successfully achieves the expected order of accuracy and avoids order reduction, as long as all required order conditions are satisfied. The convergence analysis is carried out under the assumption of higher regularity for the initial data. Numerical experiments are provided to validate the theoretical results.
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Taxonomy
TopicsNumerical methods for differential equations · Matrix Theory and Algorithms · Differential Equations and Numerical Methods
