A Lanczos-type procedure for tensors
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Publication:6401435
DOI10.1007/S11075-022-01351-6arXiv2206.03730WikidataQ114224263 ScholiaQ114224263MaRDI QIDQ6401435FDOQ6401435
Michela Redivo-Zaglia, Stefano Cipolla, Stefano Pozza, Niel Van Buggenhout
Publication date: 8 June 2022
Abstract: The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a new framework for the computation of bilinear forms involving the time-ordered exponential. Such a framework is based on an extension of the non-Hermitian Lanczos algorithm to 4-mode tensors. Detailed results concerning its theoretical properties are presented. Moreover, computational results performed on real world problems confirm the effectiveness of our approach.
Multilinear algebra, tensor calculus (15A69) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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