KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
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Publication:2000428
DOI10.1016/J.JCP.2018.06.026zbMATH Open1418.65074arXiv1804.05126OpenAlexW2798028937WikidataQ115571396 ScholiaQ115571396MaRDI QIDQ2000428FDOQ2000428
M. Tokman, G. Rainwater, Stéphane Gaudreault
Publication date: 28 June 2019
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: This paper presents a new algorithm KIOPS for computing linear combinations of -functions that appear in exponential integrators. This algorithm is suitable for large-scale problems in computational physics where little or no information about the spectrum or norm of the Jacobian matrix is known a priori. We first show that such problems can be solved efficiently by computing a single exponential of a modified matrix. Then our approach is to compute an appropriate basis for the Krylov subspace using the incomplete orthogonalization procedure and project the matrix exponential on this subspace. We also present a novel adaptive procedure that significantly reduces the computational complexity of exponential integrators. Our numerical experiments demonstrate that KIOPS outperforms the current state-of-the-art adaptive Krylov algorithm phipm.
Full work available at URL: https://arxiv.org/abs/1804.05126
exponential integratorsmatrix exponential\(\varphi\)-functionstime integrationincomplete orthogonalizationadaptive Krylov subspace methods
Numerical methods for stiff equations (65L04) Software, source code, etc. for problems pertaining to numerical analysis (65-04) Orthogonalization in numerical linear algebra (65F25)
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Cited In (40)
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