Local Exponential Methods: a domain decomposition approach to exponential time integration of PDEs

Abstract

A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain decomposition technique is outlined, that allows to replace the computation of a global exponential matrix by a number of independent and easily parallelizable local problems. Advantages and potential problems of the proposed technique are discussed. Numerical experiments on simple, yet relevant model problems show that the resulting method allows to increase computational efficiency with respect to standard implementations of exponential methods.