A comparison of Leja- and Krylov-based iterative schemes for Exponential Integrators

Abstract

Krylov-based algorithms have long been preferred to compute the matrix exponential and exponential-like functions appearing in exponential integrators. Of late, direct polynomial interpolation of the action of these exponentiallike functions have been shown to be competitive with the Krylov methods. We analyse the performance of the state-of-the-art Krylov algorithm, KIOPS, and the method of polynomial interpolation at Leja points for a number of exponential integrators for various test problems and with varying amounts of stiffness. Additionally, we investigate the performance of an iterative scheme that combines both the KIOPS and Leja approach, named LeKry, that shows substantial improvements over both the Leja-and Krylov-based methods for certain exponential integrators. Whilst we do manage to single out a favoured iterative scheme for each of the exponential integrators that we consider in this study, we do not find any conclusive evidence for preferring either KIOPS or Leja for different classes of exponential integrators. We are unable to identify a superior exponential integrator, one that performs better than all others, for most, if not all of the problems under consideration. We, however, do find that the performance significantly depends on the interplay between the iterative scheme and the specific exponential integrator under consideration.

LeXInt: Package for exponential integrators employing Leja interpolation

“…The method of polynomial interpolation at Leja points [30,31,32] to compute the matrix exponential and the ϕ l (z) functions was proposed in [19,20], and has subsequently been shown to be highly competitive with the traditionallyused Krylov-based methods [19,23,33]. This method has been described theoretically in great detail in [19,34], and we have described the working algorithm in our previous works [35,23,24,36,33]. To avoid repetition, we simply state the equation to compute the polynomial:…”