Should exponential integrators be used for advection-dominated problems?

Abstract: In this paper, we consider the application of exponential integrators to problems that are advection dominated, either on the entire or on a subset of the domain. In this context, we compare Leja and Krylov based methods to compute the action of exponential and related matrix functions. We set up a performance model by counting the different operations needed to implement the considered algorithms. This model assumes that the evaluation of the right-hand side is memory bound and allows us to evaluate performance in a hardware independent way. We find that exponential integrators perform comparably to explicit Runge-Kutta schemes for problems that are advection dominated in the entire domain. Moreover, they are able to outperform explicit methods in situations where small parts of the domain are diffusion dominated. We generally observe that Leja based methods outperform Krylov iterations in the problems considered. This is in particular true if computing inner products is expensive.