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arXiv · 1704.01015

Exponential quadrature rules without order reduction

Begoña Cano·Marí a Jesús Moreta
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Abstract

In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the classical approach of integrating the problem firstly in space and then in time and of doing it in the reverse order in a suitable manner. Time-dependent boundary conditions are considered with both approaches and full discretization formulas are given to implement the methods once the quadrature nodes have been chosen for the time integration and a particular (although very general) scheme is selected for the space discretization. Numerical experiments are shown which corroborate that, for example, with the suggested technique, order $2s$ is obtained when choosing the $s$ nodes of Gaussian quadrature rule.

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Begoña Cano, Marí a Jesús Moreta. 2017-04-04. Exponential quadrature rules without order reduction. https://arxiv.org/abs/1704.01015

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