Numerical solutions of the reaction-diffusion equations by exponential integrators

Abstract

This thesis presents the methods for solving stiff differential equations and the convergency analysis of exponential integrators, namely the exponential Euler method, exponential second order method, exponential midpoint method for evolution equation. It is also concentrated on how to combine exponential integrators with the interpolation polynomials to solve the problems which has discrete force. The discrete force is approximated by using the Newton divided difference interpolation polynomials. The new error bounds are derived. The performance of these new combinations are illustrated by applying to some well-known stiff problems. In computational part, themethods are applied to linear ODE systems and parabolic PDEs. Finally, numerical results are obtained by using MATLAB programming language.