Nineteen Dubious Ways to Compute the Exponential of a Matrix
BibliographieBlock Diagonal FormChebyshev ApproximationComputational ComplexityFrobenius FormHessenberg FormJordan Canonical FormMatrix ExponentialO.D.E. SolversPade ApproximationPolynomialRepresentationSchur FormTaylor Series
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Algorithms for approximation of functions (65D15) Computation of special functions and constants, construction of tables (65D20) Numerical linear algebra (65F99) Numerical methods for initial value problems involving ordinary differential equations (65L05)
- Comparison of methods for evaluating functions of a matrix exponential
- Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade
- Volume-preserving energy-momentum schemes for isochoric multiplicative plasticity
- An automatic multistep method for solving stiff initial value problems
- Solving linear ordinary differential equations by exponentials of iterated commutators
- Fitting continuous-time and discrete-time models using discrete-time data and their applications
- An improved implementation of generalized Adams methods for underwater wave propagation problems
- Closed-form recursive formula for an optimal tracker with terminal constraints
- On functions of companion matrices
- Solution of large compartmental models using numerical transform inversion
- Computing the matrix exponential and other matrix functions
- Numerical transient analysis of Markov models
- Fast and stable recursive algorithms for continuous-time and discrete- time model conversions
- Simulation of finite-dimensional linear dynamical systems using zero- order holds and numerical-stabilization methods
- Two remarks on matrix exponentials
- Schrankentreue Berechnung der Exponentialfunktion wesentlich- nichtnegativer Matrizen
- An improved computational method for sensitivity analysis: Green's function method with 'AIM'
- Behandlung steifer Anfangswertprobleme gewöhnlicher Differentialgleichungen mit adaptiven Runge-Kutta-Methoden
- Numerical methods for solving time-dependent quantum-mechanical problems with applications
- Some open problems in matrix theory arising in linear systems and control
- Computational methods in risk theory: a matrix-algorithmic approach
- Solving coupled systems of linear second-order differential equations knowing a part of the spectrum of the companion matrix
- Rational approximate solutions and error bounds for the nonsymmetric Riccati matrix differential equation
- Closed-form solution of decomposable stochastic models
- The computer generated symbolic approximations to systems of nonlinear ODE's by matrix annihilation and the Newton-Kantorovich method
- Error analysis of two algorithms for the computation of the matrix exponential
- Semianalytical methods in stochastic groundwater transport
- Bibliography on the evaluation of numerical software
- Parallel algorithm for solving some spectral problems of linear algebra
- A self-validating numerical method for the matrix exponential
- A polynomial based iterative method for linear parabolic equations
- A numerical study of large sparse matrix exponentials arising in Markov chains.
- Spectra of elements in the group ring of SU(2)
- A finite difference method for dispersive linear waves with applications to simulating microwave pulses in water.
- Solving stiff differential equations with the method of patches
- Analytic-numerical solutions with a priori error bounds for a class of strongly coupled mixed partial differential systems
- Some applications of the Hermite matrix polynomials series expansions
- Continuous numerical solutions of coupled mixed partial differential systems using Fer's factorization
- Exponentials of symmetric matrices through tridiagonal reductions
- A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems
- Analytical computation of Markov chain using Padé approximations
- Model conversion and digital redesign of singular systems
- Large claims approximations for risk processes in a Markovian environment
- Two results about the matrix exponential
- More explicit formulas for the matrix exponential
- Optimally scheduling \(N\) customer arrival times for a single-server system
- Reliability of software with an operational profile.
- On the matrix powers and exponential by the \(r\)-generalized Fibonacci sequences methods: The companion matrix case
- Fourth-order factorization of the evolution operator for time-dependent potentials
- Computing a matrix function for exponential integrators.
- Numerical operational calculus for matrices with applications to mechanical and mathematical problems
- On precise integration method.
- Parameter estimation in stochastic grey-box models.
- On the theoretical and numerical modelling of Armstrong-Frederick kinematic hardening in the finite strain regime.
- Exact and analytic numerical solution of coupled parabolic mixed problems in a semi-infinite medium
- Analytical-numerical solution of coupled singular mixed diffusion type problems.
- Complexity theory for Lie-group solvers
- Some explicit formulas for the polynomial decomposition of the matrix exponential and applications
- Parameter estimation for a type of nonlinear stochastic models observed with error
- Computing project makespan distributions: Markovian PERT networks revisited
- Looking into analytical approximations for three-flavor neutrino oscillation probabilities in matter
- On the moments of the integrated geometric Brownian motion
- New efficient substepping methods for exponential timestepping
- Bounding Hermite matrix polynomials
- Estimating effective capacity in Erlang loss systems under competition
- On the counting process for a class of Markovian arrival processes with an application to a queueing system
- Formulas for powers and functions of matrices
- Computing the exponential of an intensity matrix
- Methods for the numerical integration of Hamiltonian systems
- Computation of balanced realisation approximations of delay systems
- Nuclear power plant optimal control by successive linear programming
- Lie group methods for rigid body dynamics and time integration on manifolds
- Continuous numerical solutions and error bounds for time dependent systems of partial differential equations: Mixed problems
- Model conversions of uncertain linear systems using a scaling and squaring geometric series method
- A matrix approach to the analytic-numerical solution of mixed partial differential systems
- Phase-type distributions for failure times
- Analytic numerical solution of coupled semi-infinite diffusion problems
- A matrix constructive method for the analytic-numerical solution of coupled partial differential systems
- The Padé method for computing the matrix exponential
- A numerically efficient method for the \(MAP/D/1/K\) queue via rational approximations
- Exact and analytic numerical solution of coupled diffusion problems in a semi-infinite medium
- Discrete conditional phase-type models utilising classification trees: application to modelling health service capacities
- HARA frontiers of optimal portfolios in stochastic markets
- Multiplicative calculus in biomedical image analysis
- Two-dimensional discrete-continuous model conversion
- A numerical algorithm for the diffusion equation using 3D FEM and the Arnoldi method
- Padé approximation for the exponential of a block triangular matrix
- Numerical solutions to large-scale differential Lyapunov matrix equations
- KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
- Faber approximation of the Mori-Zwanzig equation
- Exponential integrator methods for systems of non-linear space-fractional models with super-diffusion processes in pattern formation
- On recursive computation of coprime factorizations of rational matrices
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables
- Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
- On Bernoulli matrix polynomials and matrix exponential approximation
- Adaptive Hermite spectral methods in unbounded domains
- Computing high dimensional multiple integrals involving matrix exponentials
- Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems
- A frequency-dependent \(p\)-adaptive technique for spectral methods
- High-order numerical solutions to the shallow-water equations on the rotated cubed-sphere grid
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