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
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- COS method for option pricing under a regime-switching model with time-changed Lévy processes
- Fourth-order time-stepping for stiff PDEs on the sphere
- EPIRK-\(W\) and EPIRK-\(K\) time discretization methods
- Efficient simulation of unsaturated flow using exponential time integration
- An extension of the `1/9'-problem
- Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations
- Solution of pattern waves for diffusive Fisher-like non-linear equations with adaptive methods
- Acceleration of contour integration techniques by rational Krylov subspace methods
- GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion
- On the use of matrix functions for fractional partial differential equations
- Uniform approximation of \(\varphi\)-functions in exponential integrators by a rational Krylov subspace method with simple poles
- Positivity preserving exponential integrators for differential Riccati equations
- Comparison of methods for evaluating functions of a matrix exponential
- Exponential time integration for fast finite element solutions of some financial engineering problems
- Numerical approximation to the fractional derivative operator
- Approximation of the matrix exponential for matrices with a skinny field of values
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations
- Exponential time-differencing with embedded Runge-Kutta adaptive step control
- Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- Time-accurate and highly-stable explicit peer methods for stiff differential problems
- Residual and restarting in Krylov subspace evaluation of the \(\varphi\) function
- The extended Krylov subspace method and orthogonal Laurent polynomials
- A quadrature based method for evaluating exponential-type functions for exponential methods
- A spectral element method for option pricing under regime-switching with jumps
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- Exponential almost Runge-Kutta methods for semilinear problems
- Efficient computation of the sinc matrix function for the integration of second-order differential equations
- Solving time-dependent PDEs with the ultraspherical spectral method
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- A class of exponential integrators based on spectral deferred correction
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models
- Implementation of exponential Rosenbrock-type integrators
- The scaling and modified squaring method for matrix functions related to the exponential
- An accurate approximation of exponential integrators for the Schrödinger equation
- Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
- Approximating the Gaussian as a sum of exponentials and its applications to the fast Gauss transform
- Computing the reciprocal of a \(\phi\)-function by rational approximation
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- 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
- High Order Exponential Integrators for Nonlinear Schrödinger Equations with Application to Rotating Bose--Einstein Condensates
- Exponential Runge-Kutta parareal for non-diffusive equations
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
- An accurate polynomial approximation of exponential integrators
- Recursion relations for the extended Krylov subspace method
- Improved contour integral methods for parabolic PDEs
- Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators
- Extended and rational Hessenberg methods for the evaluation of matrix functions
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