Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator

DOI10.1137/0729014zbMATH Open0749.65030OpenAlexW2057602562MaRDI QIDQ3989447FDOQ3989447

Authors: Y. Saad 

Publication date: 28 June 1992

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0729014

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zbMATH Keywords

Lagrange interpolationnumerical testHessenberg matrixmatrix exponentialexponential propagationArnoldi algorithmError estimatesKrylov subspace approximations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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• An efficient method for estimating the electromagnetic wave propagation in three dimensional optical waveguide structures
• Partitioned exponential methods for coupled multiphysics systems
• Error control of rational approximations to the exponential function
• A new approach for determining the time step when propagating with the Lanczos algorithm
• Spectrum-free and meshless solvers of parabolic PDEs
• Numerical methods for differential linear matrix equations via Krylov subspace methods
• Exponential integrators for semi-linear parabolic problems with linear constraints
• Automatic partitioning in linearly-implicit Runge-Kutta methods
• A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems
• Comparison of methods for evaluating functions of a matrix exponential
• A numerical study of large sparse matrix exponentials arising in Markov chains.
• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
• Shock-capturing exponential multigrid methods for steady compressible flows
• Robust linear stability analysis and a new method for computing the action of the matrix exponential
• A Krylov semi-implicit discontinuous Galerkin method for the computation of ground and excited states in Bose-Einstein condensates
• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Interpolating discrete advection--diffusion propagators at Leja sequences
• An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
• Exponential Time Integrators for Unsteady Advection–Diffusion Problems on Refined Meshes
• Modeling complex quantum dynamics: evolution of numerical algorithms in the HPC context
• A rational Arnoldi approach for ill-conditioned linear systems
• Approximation of matrix operators applied to multiple vectors
• Computation of functions of Hamiltonian and skew-symmetric matrices
• Block Krylov subspace methods for functions of matrices. II: Modified block FOM
• Parallel-in-time adjoint-based optimization -- application to unsteady incompressible flows
• Constraint interface preconditioning for the incompressible Stokes equations
• Estimating the condition number of \(f(A)b\)
• Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
• Parallel exponential time differencing methods for geophysical flow simulations
• THE COMPUTATION OF FUNCTIONS OF MATRICES BY TRUNCATED FABER SERIES
• Efficient adaptive step size control for exponential integrators
• Analysis of inexact Krylov subspace methods for approximating the matrix exponential
• Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade
• An error analysis of the modified scaling and squaring method
• Analysis of mathematics and numerical pattern formation in superdiffusive fractional multicomponent system
• The Radau-Lanczos method for matrix functions
• Fast exponential time integration scheme for option pricing with jumps.
• A block \(J\)-Lanczos method for Hamiltonian matrices
• Approximating the matrix exponential of an advection-diffusion operator using the incomplete orthogonalization method
• A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
• Efficient simulation of unsaturated flow using exponential time integration
• Rational approximation to the Fermi-Dirac function with applications in density functional theory
• A new method for computing the matrix exponential operation based on vector valued rational approximations
• A variation of Broyden class methods using Householder adaptive transforms
• A nested Krylov subspace method to compute the sign function of large complex matrices
• Efficient implementation of partitioned stiff exponential Runge-Kutta methods
• Unconditionally stable integration of Maxwell's equations
• Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation
• An extended-rational Arnoldi method for large matrix exponential evaluations
• Geometric numerical integration of the assignment flow
• Lanczos pseudospectral method for initial-value problems in electrodynamics and its applications to ionic crystal gratings
• An exponential time-integrator scheme for steady and unsteady inviscid flows
• Graph spectral image smoothing using the heat kernel
• Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces
• Computing humps of the matrix exponential
• Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
• Evaluation of matrix functions with the block Lanczos algorithm
• Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
• Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
• Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
• Decomposing reach set computations with low-dimensional sets and high-dimensional matrices (extended version)
• ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
• Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass
• BAMPHI: matrix-free and transpose-free action of linear combinations of \(\varphi\)-functions from exponential integrators
• Domain decomposition based exponential time differencing method for fluid dynamics problems with smooth solutions
• Approximating the large sparse matrix exponential using incomplete orthogonalization and Krylov subspaces of variable dimension.
• Extended and rational Hessenberg methods for the evaluation of matrix functions
• Numerical solutions to large-scale differential Lyapunov matrix equations
• An Effective and Easy-to-Implement Boundary Condition for Molecular Dynamics Simulations
• Learning linearized assignment flows for image labeling
• On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
• On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions
• A semi-analytical approach to molecular dynamics
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
• Efficient computation of phi-functions in exponential integrators
• A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
• New efficient substepping methods for exponential timestepping
• Non-backtracking alternating walks
• Numerical low-rank approximation of matrix differential equations
• A low-rank Lie-Trotter splitting approach for nonlinear fractional complex Ginzburg-Landau equations
• Double-shift-invert Arnoldi method for computing the matrix exponential
• High order integration factor methods for systems with inhomogeneous boundary conditions
• Arnoldi and Crank-Nicolson methods for integration in time of the transport equation
• A block Krylov method to compute the action of the Fréchet derivative of a matrix function on a vector with applications to condition number estimation
• A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
• Low complexity matrix projections preserving actions on vectors
• Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
• Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
• On the performance of exponential integrators for problems in magnetohydrodynamics
• Balanced truncation model order reduction in limited time intervals for large systems
• A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations
• On the exponential generating function for non-backtracking walks
• Finite element‐based model order reduction of electromagnetic devices
• Frequency-limited balanced truncation with low-rank approximations
• Discretized dynamical low-rank approximation in the presence of small singular values
• Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
• Low-rank updates of matrix functions
• Krylov implicit integration factor method for a class of stiff reaction-diffusion systems with moving boundaries
• A low cost Arnoldi method for large linear initial value problems

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