A family of high-order accurate contour integral methods for strongly continuous semigroups
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time approximations that can be efficiently evaluated anywhere within a f...
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Zusammenfassung: | Exponential integrators based on contour integral representations lead to
powerful numerical solvers for a variety of ODEs, PDEs, and other
time-evolution equations. They are embarrassingly parallelizable and lead to
global-in-time approximations that can be efficiently evaluated anywhere within
a finite time horizon. However, there are core theoretical challenges that
restrict their use cases to analytic semigroups, e.g., parabolic equations. In
this article, we use carefully regularized contour integral representations to
construct a family of new high-order quadrature schemes for the larger, less
regular, class of strongly continuous semigroups. Our algorithms are
accompanied by explicit high-order error bounds and near-optimal parameter
selection. We demonstrate key features of the schemes on singular first-order
PDEs from Koopman operator theory. |
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DOI: | 10.48550/arxiv.2408.07691 |