In this paper we consider the construction, analysis, implementation and application of exponential integrators. The focus will be on two types of stiff problems. The first one is characterized by a Jacobian that possesses eigenvalues with large negative real parts. Parabolic partial differential equations and their spatial discretization are typical examples. The second class consists of highly oscillatory problems with purely imaginary eigenvalues of large modulus. Apart from motivating the construction of exponential integrators for various classes of problems, our main intention in this article is to present the mathematics behind these methods. We will derive error bounds that are independent of stiffness or highest frequencies in the system. Since the implementation of exponential integrators requires the evaluation of the product of a matrix function with a vector, we will briefly discuss some possible approaches as well. The paper concludes with some applications, in

Abstract — The Chen-Fliess series is known to be an exponential Lie series. Previously explicit formulas for the iterated integral coefficients were known only for its factorization into a directed infinite product of exponentials. This factorization uses Hall sets and the Zinbiel product. We use the underlying Hopf algebra structure to derive explicit formulas for the corresponding coefficients in the logarithm of the series. This allows one to express the series as a single exponential. This work is closely related to Fer and Magnus expansions, and has interpretations in terms of a continuous Campbell-Baker-Hausdorff formula. The result facilitates work in nonlinear control, numerical integration and various applications that involve compositions of noncommuting flows. I. INTRODUCTION AND PRIOR WORK