Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
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)
- Uniform approximation of \(\varphi\)-functions in exponential integrators by a rational Krylov subspace method with simple poles
- Computing a matrix function for exponential integrators.
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- Using the restricted-denominator rational Arnoldi method for exponential integrators
- Computing the action of the matrix exponential, with an application to exponential integrators
- Residual and restarting in Krylov subspace evaluation of the function
- 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
- A quadrature based method for evaluating exponential-type functions for exponential methods
- 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
- A class of exponential integrators based on spectral deferred correction
- Approximation of the matrix exponential for matrices with a skinny field of values
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
- Computing the matrix exponential with the double exponential formula
- Improved contour integral methods for parabolic PDEs
- An exponential spectral deferred correction method for multidimensional parabolic problems
- Comparison of methods for evaluating functions of a matrix exponential
- Exponential time integration for fast finite element solutions of some financial engineering problems
- Low-rank exponential integrators for stiff differential Riccati equations
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
- Fourth-order time-stepping for stiff PDEs on the sphere
- 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
- A parallel exponential integrator scheme for linear differential equations
- Recursion relations for the extended Krylov subspace method
- Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
- A scaling and recovering algorithm for the matrix -functions
- 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
- Approximating the Gaussian as a sum of exponentials and its applications to the fast Gauss transform
- A class of multirate multiderivative schemes
- 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
- An accurate polynomial approximation of exponential integrators
- Efficient simulation of unsaturated flow using exponential time integration
- An extension of the `1/9'-problem
- Efficient computation of the sinc matrix function for the integration of second-order differential equations
- Turing patterns across geometries: a proven DSC-ETDRK4 solver from plane to sphere
- Localized radial basis functions for no-arbitrage pricing of options under stochastic alpha-beta-rho dynamics
- Uniform approximation of \(\varphi\)-functions in exponential integrators by a rational Krylov subspace method with simple poles
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- Exponential time-differencing with embedded Runge-Kutta adaptive step control
- Exponential almost Runge-Kutta methods for semilinear problems
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- Computation of the exponential function of matrices by a formula without oscillatory integrals on infinite intervals
- Computing the reciprocal of a -function by rational approximation
- 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
- Positivity preserving exponential integrators for differential Riccati equations
- Computing A^\alpha, \log(A), and Related Matrix Functions by Contour Integrals
- COS method for option pricing under a regime-switching model with time-changed Lévy processes
- Exponential Runge-Kutta parareal for non-diffusive equations
- Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
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