Exponential integrators for parabolic problems with non-homogeneous boundary conditions

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this paper, we extend classical convergence results to the case of non-homogeneous boundary conditions. Since non-homogeneous boundary conditions typically cause order reduction, we introduce a correction strategy based on smooth extensions of the boundary data. This results in a reformulation as a homogeneous problem with modified source term, to which standard exponential integrators can be applied. For linear problems, we prove that the corrected schemes recover the expected convergence order, and hat higher orders can be attained with suitable quadrature rules, reaching order $2s$ for s-stage Gauss collocation methods. For semilinear problems, our approach preserves the convergence orders guaranteed by exponential Runge-Kutta methods satisfying the corresponding stiff order conditions. Numerical experiments validate the theoretical findings.

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Publication Details

Journal
Applied Mathematics and Computation
Published
2026-07-17
DOI
https://doi.org/10.1016/j.amc.2026.130240
Primary Topic
Numerical methods for differential equations
Type
article
Field-Weighted Citation Impact
0.00

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article

Exponential integrators for parabolic problems with non-homogeneous boundary conditions

Alexander Ostermann, Carlos Arranz-Simón
Applied Mathematics and Computation
Numerical methods for differential equations
article

Exponential integrators for parabolic problems with non-homogeneous boundary conditions

Alexander Ostermann, Carlos Arranz-Simón
article en

Abstract

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this paper, we extend classical convergence results to the case of non-homogeneous boundary conditions. Since non-homogeneous boundary conditions typically cause order reduction, we introduce a correction strategy based on smooth extensions of the boundary data. This results in a reformulation as a homogeneous problem with modified source term, to which standard exponential integrators can be applied. For linear problems, we prove that the corrected schemes recover the expected convergence order, and hat higher orders can be attained with suitable quadrature rules, reaching order $2s$ for s-stage Gauss collocation methods. For semilinear problems, our approach preserves the convergence orders guaranteed by exponential Runge-Kutta methods satisfying the corresponding stiff order conditions. Numerical experiments validate the theoretical findings.

Applied Mathematics and ComputationVol. 532
Ministerio de Ciencia, Innovación y Universidades
Openalex Percentile: Top 91%
Numerical methods for differential equations
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