Order Reduction of Exponential Runge--Kutta Methods: Fourth-Order Schemes for Non-Commuting Operators

Abstract

This paper extends the convergence analysis of explicit exponential Runge--Kutta methods for linear parabolic problems $u^{\prime }(t)+Au(t)=Bu(t)$, where $A$ generates an analytic semigroup and $B$ is relatively bounded with respect to $A$, from the third-order case to fourth-order schemes. By establishing the global error recursion relation and extending the defect-based analytical framework, we identify the terms responsible for stiff order reduction when $A$ and $B$ do not commute. Numerical experiments are performed on a non-commuting advection-diffusion problem to validate the theoretical results. Numerical tests using the classical four-stage, fourth-order schemes of Krogstad and Strehmel \& Weiner exhibit an observed convergence order of approximately 2.75, which matches the theoretical prediction from the convergence analysis.

21 pages, 2 figures