Third order tensor-oriented directional splitting for exponential integrators

Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary PDEs containing such operators and integrated in time with exponential integrators, it is of paramount importance to efficiently approximate actions of $\varphi$-functions of this kind of matrices. In this work, we show how to produce directional split approximations of third order with respect to the time step size. They conveniently employ tensor-matrix products (realized with highly performance level 3 BLAS) and that allow for the effective usage in practice of exponential integrators up to order three. The approach has been successfully tested against state-of-the-art techniques on two well-known physical models, namely FitzHugh--Nagumo and Schnakenberg.