An exponential time-differencing method for monotonic relaxation systems

Abstract

We present first and second-order accurate exponential time differencing methods for a special class of stiff ODEs, denoted as monotonic relaxation ODEs. Some desirable accuracy and robustness properties of our methods are established. In particular, we prove a strong form of stability denoted as monotonic asymptotic stability, guaranteeing that no overshoots of the equilibrium value are possible. This is motivated by the desire to avoid spurious unphysical values that could crash a large simulation. We present a simple numerical example, demonstrating the potential for increased accuracy and robustness compared to established Runge-Kutta and exponential methods. Through operator splitting, an application to granular-gas flow is provided.