Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
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Publication:4426329
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- Krylov single-step implicit integration factor WENO methods for advection-diffusion-reaction equations
- A new proof of Jordan canonical forms of a square matrix
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- Parallel matrix function evaluation via initial value ODE modeling
- Scaling and modified squaring method for the matrix exponential
- Computing the maximum amplification of the solution norm of differential-algebraic systems
- On the stability of Kalman-Bucy diffusion processes
- Exponential matrices of size five-by-five
- A shifted block FOM algorithm with deflated restarting for matrix exponential computations
- Characterizing regions of attraction for piecewise affine systems by continuity of discrete transition functions
- Empirical evolution equations
- High order methods for the integration of the Bateman equations and other problems of the form of \(y^{\prime}=F(y,t)y\)
- Free axisymmetric vibration of FGM circular plates
- Exponential integrators for stiff elastodynamic problems
- Modeling complex quantum dynamics: evolution of numerical algorithms in the HPC context
- Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade
- Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
- Efficient evaluation of matrix polynomials
- A discrete Fourier method for numerical solution of strongly coupled mixed parabolic systems
- Estimating and comparing cancer progression risks under varying surveillance protocols
- A semi-analytical approach to molecular dynamics
- Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
- A compact fourth-order \(L\)-stable scheme for reaction-diffusion systems with nonsmooth data
- On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
- Stochastic modelling of prey depletion processes
- Development and application of an exponential method for integrating stiff systems based on the classical Runge-Kutta method
- A multiprecision derivative-free Schur-Parlett algorithm for computing matrix functions
- The Leja method revisited: backward error analysis for the matrix exponential
- A physically and geometrically nonlinear scaled-boundary-based finite element formulation for fracture in elastomers
- An efficient algorithm for time propagation as applied to linearized augmented plane wave method
- Numerical approaches to simulation of multi-core fibers
- Optimal control of linear systems with fractional derivatives
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- Double-shift-invert Arnoldi method for computing the matrix exponential
- Reduced-order precise integration methods for structural dynamic equations
- Trigonometric spline and spectral bounds for the solution of linear time-periodic systems
- An effective recursive formula for the Frobenius covariants in matrix functions
- On the performance of exponential integrators for problems in magnetohydrodynamics
- Frame field generation through metric customization
- Material point method simulations using an approximate full mass matrix inverse
- A new efficient and accurate spline algorithm for the matrix exponential computation
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme
- An EM algorithm for continuous-time bivariate Markov chains
- An exponential time integrator for the incompressible Navier-Stokes equation
- Functions and Jordan canonical forms of Riordan matrices
- On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
- \(\mathcal{H}_2\)-optimal digital control of continuous plants with multiple delays
- Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
- Efficient adaptive step size control for exponential integrators
- Defect corrected averaging for highly oscillatory problems
- The dynamics of a five-level (double \(\Lambda\))-type atom interacting with two-mode field in a cross Kerr-like medium
- On the use of phase-type distributions for inventory management with supply disruptions
- Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
- A multi-item approach to repairable stocking and expediting in a fluctuating demand environment
- An unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations
- On Bernoulli matrix polynomials and matrix exponential approximation
- Frequency-truncated system norms
- Numerical simulation of nonlinear dynamical systems driven by commutative noise
- A second-order exponential time differencing scheme for non-linear reaction-diffusion systems with dimensional splitting
- Convergence analysis of an iterative algorithm for a class of constrained dynamic problems
- A feasible filter method for the nearest low-rank correlation matrix problem
- Improvement on the bound of Hermite matrix polynomials
- Markov Bridges, Bisection and Variance Reduction
- Wave propagation in anisotropic viscoelasticity
- A high-order finite difference method for option valuation
- Linear quadratic control of plane Poiseuille flow–the transient behaviour
- On polytopic inclusions as a modeling framework for systems with time-varying delays
- Power series solutions of singular linear systems
- New computational approaches for wrinkled and slack membranes
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
- Computing estimates of continuous time macroeconometric models on the basis of discrete data
- Orthogonal polynomial expansions for the matrix exponential
- QSW\_MPI: a framework for parallel simulation of quantum stochastic walks
- Wave propagation in a fractional viscoelastic Andrade medium: diffusive approximation and numerical modeling
- Operator splitting based structure-preserving numerical schemes for the mass-conserving convective Allen-Cahn equation
- Comparison of methods for evaluating functions of a matrix exponential
- Approximation and inference methods for stochastic biochemical kinetics -- a tutorial review
- Euler polynomials for the matrix exponential approximation
- Product form approximation of transient probabilities in stochastic reaction networks
- Computing project makespan distributions: Markovian PERT networks revisited
- \((H, \rho)\)-induced dynamics and large time behaviors
- Interpolating discrete advection--diffusion propagators at Leja sequences
- Laplacian spectral basis functions
- Optimal piecewise-constant signal design for active fault detection
- Functions of a matrix and Krylov matrices
- Wave propagation in a sandwich structure
- SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
- An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
- Counting and generating permutations in regular classes
- Nonlinear Schrödinger equation and the hyperbolization method
- Coding closed and open quantum systems in MATLAB: applications in quantum optics and condensed matter
- Controllability and observability for a linear time varying system with piecewise constant delay
- Fast exponential time integration scheme for option pricing with jumps.
- Magnus expansion for time-periodic systems: parameter-dependent approximations
- Shock-capturing exponential multigrid methods for steady compressible flows
- Error analysis of the truncated Taylor series expansion method for computing matrix exponential
- An exponential time-integrator scheme for steady and unsteady inviscid flows
- Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
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