Efficient and accurate computation for the -functions arising from exponential integrators

DOI10.1007/S10092-021-00453-2MaRDI QIDQ2667925zbMATH OpenOpenAlexWikidataFDO

Authors Dongping Li, Siyu Yang, Jiamei Lan

Publication date 2 March 2022

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.09674

zbMATH Keywords

\(\varphi\)-functionsmodified scaling and squaring methodPaterson-Stockmeyer methodquasi-backward errortruncated Taylor series

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: In this paper, we develop efficient and accurate algorithms for evaluating $varphi(A)$ and $varphi(A)b$, where $A$ is an $NimesN$ matrix, $b$ is an $N$ dimensional vector and $varphi$ is the function defined by $varphi(x)equivsumlimit{s}_{k=0}^{infty}frac{z}^k(1+k)!$. Such matrix function (the so-called $varphi$-function) plays a key role in a class of numerical methods well-known as exponential integrators. The algorithms use the scaling and modified squaring procedure combined with truncated Taylor series. The backward error analysis is presented to find the optimal value of the scaling and the degree of the Taylor approximation. Some useful techniques are employed for reducing the computational cost. Numerical comparisons with state-of-the-art algorithms show that the algorithms perform well in both accuracy and efficiency.

Recommendations

• Efficient computation of phi-functions in exponential integrators
• Computing a matrix function for exponential integrators.
• Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
• Algorithm 919: A Krylov subspace algorithm for evaluating the -functions appearing in exponential integrators
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators

Cites work

• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• A new efficient and accurate spline algorithm for the matrix exponential computation
• A new scaling and squaring algorithm for the matrix exponential
• A Schur--Fréchet Algorithm for Computing the Logarithm and Exponential of a Matrix
• A Schur-Parlett Algorithm for Computing Matrix Functions
• Algorithm 919: A Krylov subspace algorithm for evaluating the -functions appearing in exponential integrators
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Approximation of the linear combination of -functions using the block shift-and-invert Krylov subspace method
• Benchmarking optimization software with performance profiles.
• Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
• Boosting the computation of the matrix exponential
• Computing a matrix function for exponential integrators.
• Computing the action of the matrix exponential, with an application to exponential integrators
• Derivatives of the matrix exponential and their computation
• Efficient orthogonal matrix polynomial based method for computing matrix exponential
• Expokit
• Exponential integrators
• Exponential Integrators for Large Systems of Differential Equations
• Exponential Rosenbrock-Type Methods
• Functions of Matrices
• Interpolating discrete advection--diffusion propagators at Leja sequences
• KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
• New scaling-squaring Taylor algorithms for computing the matrix exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials
• On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
• Padé approximation for the exponential of a block triangular matrix
• The scaling and modified squaring method for matrix functions related to the exponential
• The Scaling and Squaring Method for the Matrix Exponential Revisited

Cited in

(29)

• The scaling and modified squaring method for matrix functions related to the exponential
• T-efficient calculation of the -solutions to problems of calculus and applied mathematics. I
• Computing a matrix function for exponential integrators.
• Exponentially improved stationary phase approximations for double integrals
• Computing the reciprocal of a -function by rational approximation
• Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
• Computing high dimensional multiple integrals involving matrix exponentials
• BAMPHI: matrix-free and transpose-free action of linear combinations of -functions from exponential integrators
• Efficient computation of phi-functions in exponential integrators
• Accurate dense output formula for exponential integrators using the scaling and squaring method
• Accurate evaluation of divided differences for polynomial interpolation of exponential propagators
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• Algorithm 894: On a block Schur-Parlett algorithm for \(\varphi\)-functions based on the sep-inverse estimate
• Algorithm 919: A Krylov subspace algorithm for evaluating the -functions appearing in exponential integrators
• Computing the action of the matrix exponential, with an application to exponential integrators
• Exact integration of polynomial-exponential products with application to wave-based numerical methods
• Approximation of the linear combination of -functions using the block shift-and-invert Krylov subspace method
• Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
• A moment-matching Arnoldi iteration for linear combinations of \(\phi\) functions
• Fast Computation of Sommerfeld Integral Tails via Direct Integration Based on Double Exponential-Type Quadrature Formulas
• Efficient inversion of matrix -functions of low order
• Exploiting the Kronecker product structure of φ−functions in exponential integrators
• A \(\mu\)-mode approach for exponential integrators: actions of \(\varphi\)-functions of Kronecker sums
• Parallel computation of functions of matrices and their action on vectors for exponential integrators
• Optimized scaling and squaring for matrix functions appearing in exponential integrators
• Exponential quadrature rules for problems with time-dependent fractional source
• Efficient third-order tensor-oriented directional splitting for exponential integrators
• An approximation of matrix exponential by a truncated Laguerre series
• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals

Describes a project that uses

Uses Software

• Expokit
• mctoolbox
• Expint
• Algorithm 919
• phipm
• mftoolbox
• MATLAB expm

This page was built for publication: Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667925)