Solving reaction-diffusion problems with explicit Runge–Kutta exponential methods without order reduction

¹ Departamento de Matemática Aplicada, IMUVA, Universidad de Valladolid, Valladolid, Spain
² Departamento de Análisis Económico y Economía Cuantitativa, IMUVA, Universidad Complutense de Madrid, Madrid, Spain

^* Corresponding author: bcano@uva.es

Received: 19 June 2023
Accepted: 6 February 2024

Abstract

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge–Kutta methods integrate reaction-diffusion problems. In the literature, methods of high enough stiff order for problems with vanishing boundary conditions have been constructed, but that implies restricting the coefficients and thus, the number of stages and the computational cost may significantly increase with respect to other methods without those restrictions. In contrast, the technique which is suggested here is cheaper because it just needs, for any method, to add some terms with information only on the boundaries. Moreover, time-dependent boundary conditions are directly tackled here.