Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
zbMATH Open1186.65092MaRDI QIDQ836729FDOQ836729
Lloyd N. Trefethen, Thomas Schmelzer
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
File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)
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)
Cited In (48)
- Numerical approximation to the fractional derivative operator
- Solving time-dependent PDEs with the ultraspherical spectral method
- Acceleration of contour integration techniques by rational Krylov subspace methods
- Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform
- On the use of matrix functions for fractional partial differential equations
- Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators
- Extended and rational Hessenberg methods for the evaluation of matrix functions
- Approximation of the matrix exponential for matrices with a skinny field of values
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
- Comparison of methods for evaluating functions of a matrix exponential
- Exponential time integration for fast finite element solutions of some financial engineering problems
- LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations
- Time-accurate and highly-stable explicit peer methods for stiff differential problems
- A spectral element method for option pricing under regime-switching with jumps
- An accurate approximation of exponential integrators for the Schrödinger equation
- Recursion relations for the extended Krylov subspace method
- Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
- Implementation of exponential Rosenbrock-type integrators
- The scaling and modified squaring method for matrix functions related to the exponential
- EPIRK-\(W\) and EPIRK-\(K\) time discretization methods
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- Solution of pattern waves for diffusive Fisher-like non-linear equations with adaptive methods
- The extended Krylov subspace method and orthogonal Laurent polynomials
- High Order Exponential Integrators for Nonlinear Schrödinger Equations with Application to Rotating Bose--Einstein Condensates
- Efficient computation of the sinc matrix function for the integration of second-order differential equations
- Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function
- An accurate polynomial approximation of exponential integrators
- Efficient simulation of unsaturated flow using exponential time integration
- An extension of the `1/9'-problem
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- Exponential time-differencing with embedded Runge-Kutta adaptive step control
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- Exponential almost Runge-Kutta methods for semilinear problems
- Computing the reciprocal of a \(\phi\)-function by rational approximation
- A Class of Exponential Integrators Based on Spectral Deferred Correction
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations
- Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas
- Fourth-Order Time-Stepping For Stiff PDEs On The Sphere
- Positivity preserving exponential integrators for differential Riccati equations
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- Exponential Runge-Kutta parareal for non-diffusive equations
- COS method for option pricing under a regime-switching model with time-changed Lévy processes
- Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
Uses Software
This page was built for publication: Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q836729)
