Subspace adaptivity in Rosenbrock-Krylov methods for the time integration of initial value problems

Abstract

The Rosenbrock–Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work proposes an extension of Rosenbrock–Krylov methods to address stability questions which arise for methods making use of inexact linear system solution strategies. Two approaches for improving the stability and efficiency of Rosenbrock–Krylov methods are proposed, one through direct control of linear system residuals and the second through a novel extension of the underlying Krylov space to include stage right hand side vectors. Rosenbrock–Krylov methods employing the new approaches show a substantial improvement in computational efficiency relative to prior implementations.