Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
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Cited in
(only showing first 100 items - show all)- On the calculation of matrix exponential
- scientific article; zbMATH DE number 7370608 (Why is no real title available?)
- High performance computing of the matrix exponential
- Approximations for time-dependent distributions in Markovian fluid models
- Maximum queue lengths during a fixed time interval in the \(M/M/c\) retrial queue
- Geometric integration of non-autonomous linear Hamiltonian problems
- Community detection based on network communicability
- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
- Continuous inventory control with stochastic and non-stationary Markovian demand
- Smoothing schemes for reaction-diffusion systems with nonsmooth data
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- Exponential time integration and Chebychev discretisation schemes for fast pricing of options
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- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
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- Efficient semi-implicit schemes for stiff systems
- Implicit Euler numerical scheme and chattering-free implementation of sliding mode systems
- Exponential integrators for coupled self-adjoint non-autonomous partial differential systems
- Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
- Comparison of software for computing the action of the matrix exponential
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- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
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- Matrix exponentiation and the Frank-Kamenetskii equation
- Explicit exponential Runge-Kutta methods for semilinear parabolic delay differential equations
- The multivariate Wright-Fisher process with mutation: moment-based analysis and inference using a hierarchical beta model
- On fractional matrix exponentials and their explicit calculation
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- Analysis of the ``toolkit method for the time-dependent Schrödinger equation
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- Large deviations for non-zero initial conditions in linear systems
- An implementation of the exponential time differencing scheme to the magnetohydrodynamic equations in a spherical shell
- A weak local linearization scheme for stochastic differential equations with multiplicative noise
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications
- Topics in structure-preserving discretization
- Stochastic epidemic models revisited: analysis of some continuous performance measures
- Exponential time integration using Krylov subspaces
- Computing the maximum transient energy growth
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
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