Computing high dimensional multiple integrals involving matrix exponentials
From MaRDI portal
Publication:2095151
Recommendations
- Computing multiple integrals involving matrix exponentials
- Matrix functions
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- Computing the action of the matrix exponential, with an application to exponential integrators
- Computing a matrix function for exponential integrators.
Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A higher order local linearization method for solving ordinary differential equations
- A weak local linearization scheme for stochastic differential equations with multiplicative noise
- Algorithm 919: A Krylov subspace algorithm for evaluating the \(\phi\)-functions appearing in exponential integrators
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
- Bias reduction in the estimation of diffusion processes from discrete observations
- Computing integrals involving the matrix exponential
- Computing multiple integrals involving matrix exponentials
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
- Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
- Expokit
- Exponential multistep methods of Adams-type
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Local Linearization Method for Numerical Integration of Delay Differential Equations
- Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Optimal Estimation of Dynamic Systems
- Simplified formulas for the mean and variance of linear stochastic differential equations
- Stochastic models, estimation, and control. Vol. 2,3
Cited in
(2)
This page was built for publication: Computing high dimensional multiple integrals involving matrix exponentials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2095151)
