Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
zbMATH Open1186.65092MaRDI QIDQ836729FDOQ836729
Authors: Thomas Schmelzer, Lloyd N. Trefethen 
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/117658
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numerical examplesnumerical quadratureexponential integratorsmatrix exponentialHankel contourcontour integralsrational uniform approximationstiff semilinear parabolic PDEsCarathéodory-Fejér approximation
Matrix exponential and similar functions of matrices (15A16) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Nonlinear ordinary differential equations and systems (34A34) Semilinear parabolic equations (35K58) Approximation by rational functions (41A20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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- Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
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- COS method for option pricing under a regime-switching model with time-changed Lévy processes
- Residual and restarting in Krylov subspace evaluation of the \(\varphi\) function
- Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
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