A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (1610.05525v2)

Abstract: In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element method for space discretization and the exponential Rosenbrock-Euler method for time discretization, we provide a rigorous convergence proof in space and time under only the standard Lipschitz condition of the nonlinear part for both smooth and nonsmooth initial solution. This is in contrast to very restrictive assumptions made in the literature, where the authors have considered only approximation in time so far in their convergence proofs. The optimal orders of convergence in space and in time are achieved for smooth and nonsmooth initial solution.