2019/07/05 by Altmann, Robert, Zimmer, Christoph
#65J15 #65L80 #65M12 #FOS: Mathematics #Numerical Analysis (math.NA)
paper · doi:10.48550/arxiv.1907.02828
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained systems with the solution of certain saddle point problems in order to meet the constraints throughout the integration process. The result is a novel class of semi-explicit time integration schemes. We prove the expected convergence rates and illustrate the performance on two numerical examples including a parabolic equation with nonlinear dynamic boundary conditions.