MATLAB package

A MATLAB package is available which serves as an easy way of getting started using exponential integrators.

Version 1.1 was released Nov 23 2005:

• expint-1.1.tar.gz

Installation and usage instructions pertinent to version 1.0 are in the technical report

• EXPINT — A MATLAB package for exponential integrators,
  Preprint in numerics, 4/2005, Department of Mathematical Sciences, NTNU. Revised manuscript accepted by ACM Transactions on Mathematical Software April 2006.

Verson 1.1 has some small changes, mentioned in the README-file in the package directory. Package features:

• Easy way to implement exponential general linear methods, including exponential Runge–Kutta and exponential multistep schemes.
• Numerous examples on discretizations of common partial differential equations.
•   -functions are computed with (7,7)-Padé-approximations. A standalone MATLAB function (with caching) is available and may be used independently of the package.

Included schemes

• Lawson–Euler
• Adams–Bashforth–Lawson, orders 2 through 4
• Lawson, orders 2 and 4
• Nørsett–Euler (also known as Exponential Euler, Lie–Euler, Exponentially fitted Euler)
• Adams–Bashforth–Nørsett, orders 2 through 4
• ETD2RK, ETD3RK, ETD4RK
• Krogstad
• Strehmel–Weiner
• Friedli
• Hochbruck–Ostermann
• ETD5RKF
• Ehle–Lawson
• RKMK2e, RKMK4t
• ETD2CF3
• Generalized Lawson, 5 variants
• Modified generalized Lawson, 5 variants

Authors:
Håvard Berland
Bård Skaflestad
Will Wright