On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems (Q414665)
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| Language | Label | Description | Also known as |
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| English | On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems |
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On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems (English)
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11 May 2012
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The authors obtain an extension of the rational Krylov subspace algorithm from the computation of the action of the matrix exponential to the solution of certain stable dynamical systems. It is proved that the reduced equation is stable as well as a derivation is obtained of an a priori error bound by applying rational approximation. The results are used to an infinite order problem which comes out in the study of a dispersive Maxwell's system. The results are proved explicitly and three appendices are included which make the reader appreciate the subject.
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dynamical system
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nonlinear spectrum
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Krylov subspace
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time-domain Maxwell's system
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dispersive media
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fractional order equations
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rational approximation
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model reduction
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exponential integrators
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structure preserving
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numerical range
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