Comparison of methods for evaluating functions of a matrix exponential

DOI10.1016/J.APNUM.2008.03.039zbMATH Open1160.65032OpenAlexW1977880298MaRDI QIDQ1007368FDOQ1007368

J. Martínez

Publication date: 20 March 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.03.039

Recommendations

• Computing the matrix exponential and other matrix functions
• scientific article; zbMATH DE number 598074
• A study of matrix exponential function
• scientific article; zbMATH DE number 746171
• scientific article
• A practical method for computing the exponential of a matrix and its integral
• Comparison of software for computing the action of the matrix exponential
• scientific article
• scientific article; zbMATH DE number 2100044

zbMATH Keywords

algorithmsnumerical examplesstiff differential equationsexponential integratorsmatrix exponentialexponential time differencing methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Expokit
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Title not available (Why is that?)
• Spectral Methods in Time for Parabolic Problems
• Spectral Methods in MATLAB
• A Practical Guide to Pseudospectral Methods
• Fourth-Order Time-Stepping for Stiff PDEs
• Exponential time differencing for stiff systems
• A new class of time discretization schemes for the solution of nonlinear PDEs
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• The scaling and modified squaring method for matrix functions related to the exponential
• Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
• Rational Chebyshev spectral methods for unbounded solutions on an infinite interval using polynomial-growth special basis functions
• Title not available (Why is that?)
• On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials
• An implementation of the exponential time differencing scheme to the magnetohydrodynamic equations in a spherical shell
• Computing a matrix function for exponential integrators.
• The Exponential Accuracy of Fourier and Chebyshev Differencing Methods
• Title not available (Why is that?)
• An error analysis of the modified scaling and squaring method
• A Novel algorithm for the numerical integration of systems of ordinary differential equations arising in chemical problems

Cited In (14)

• The e-MoM approach for approximating matrix functionals
• FOURTH-ORDER NUMERICAL METHODS FOR THE COUPLED KORTEWEG–DE VRIES EQUATIONS
• Title not available (Why is that?)
• Exponential time integration for fast finite element solutions of some financial engineering problems
• Linearly implicit methods for nonlinear PDEs with linear dispersion and dissipation
• A new radial basis functions method for pricing American options under Merton's jump-diffusion model
• The scaling and modified squaring method for matrix functions related to the exponential
• Alternating projections for designing locally orthogonal waveform pairs
• Computing the matrix exponential and other matrix functions
• A Class of Exponential Integrators Based on Spectral Deferred Correction
• A meshless method for Asian style options pricing under the Merton jump-diffusion model
• Fourth-Order Time-Stepping For Stiff PDEs On The Sphere
• Exponential Runge-Kutta parareal for non-diffusive equations
• Discussion about numerical computation of the matrix exponential

Uses Software

• Expokit
• Matlab
• Expint
• MATLAB expm

This page was built for publication: Comparison of methods for evaluating functions of a matrix exponential

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007368)