Numer. Math. (2006) 102: 367–381
DOI 10.1007/s00211-005-0627-0
Numerische
Mathematik
M. P. Calvo · C. Palencia
A class of explicit multistep exponential
integrators for semilinear problems
Received: 5 January 2005 / Published online: 5 December 2005
© Springer-Verlag 2005
Abstract A class of explicit multistep exponential methods for abstract semilinear
equations is introduced and analyzed. It is shown that the k-step method achieves
order k, for appropriate starting values, which can be computed by auxiliary rou-
tines or by one strategy proposed in the paper. Together with some implementation
issues, numerical illustrations are also provided.
Mathematics Subject Classifications (2000) 65J15 · 65M12 · 65L05 · 65M20
1 Introduction
In the present paper we derive and analyze a family of explicit multistep exponential
methods for the time integration of abstract semilinear problems
u
(t) = Au(t) + f (t , u(t )), u(0) = u
0
, 0 ≤ t ≤ T. (1)
Problem (1) is assumed to fit in Henry’s setting [6], which covers many inter-
esting applications. To be more precise, we assume that A : D(A) ⊂ X → X is
the infinitesimal generator of a C
0
-semigroup e
tA
, t ≥ 0, of linear and bounded
operators in a complex Banach space X, with growth governed by
e
tA
≤ Me
ωt
, t ≥ 0, (2)
for some M> 0, ω ∈ R. The class of nonlinearities allowed in this setting depends
on the nature of the semigroup e
tA
, t ≥ 0. If e
tA
, t ≥ 0, is just a C
0
-semigroup,
we assume, by simplicity, that f :[0,T ]× X → X is globally Lipschitz, i.e.
f(t,η) − f(t,ξ)≤ Lη − ξ , η, ξ ∈ X, 0 ≤ t ≤ T,
M. P. Calvo (B ) · C. Palencia
Departamento de Matemática Aplicada, Universidad de Valladolid, Spain
E-mail: maripaz@mac.cie.uva.es