Globally Adaptive Exponential Integrators for Stiff Systems of ODEs

This thesis introduces a novel method for solving systems of Ordinary Differential Equations (ODEs) resulting from the spatial discretization of Partial Differential Equations (PDEs). The proposed approach builds upon an existing technique that employs Krylov projection, which requires evaluating a matrix function at each timestep. The innovation of the new method lies in its reuse strategy, which shifts the perspective from direct matrix function evaluation to polynomial interpolation. Numerical experiments conducted on constant and variable coefficient heat equations, with both smooth and discontinuous initial data, demonstrate the computational time advantage of the new approach. The results indicate that this method is promising and warrants further investigation.