Direction splitting of $\phi$-functions in exponential integrators for $d$-dimensional problems in Kronecker form

Abstract

In this manuscript, we propose an efficient, practical and easy-to-implement way to approximate actions of $\phi$-functions for matrices with $d$-dimensional Kronecker sum structure in the context of exponential integrators up to second order. The method is based on a direction splitting of the involved matrix functions, which lets us exploit the highly efficient level 3 BLAS for the actual computation of the required actions in a $\mu$-mode fashion. The approach has been successfully tested on two- and three-dimensional problems with various exponential integrators, resulting in a consistent speedup with respect to a technique designed to compute actions of $\phi$-functions for Kronecker sums.