swMATH258MaRDI QIDQ13021FDOQ13021
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Official website: http://www.maths.uq.edu.au/expokit/
Cited In (only showing first 100 items - show all)
- An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
- Exponentials of symmetric matrices through tridiagonal reductions
- On parameter estimation in population models. II: Multi-dimensional processes and transient dynamics
- Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds
- Partitioned exponential methods for coupled multiphysics systems
- Direct likelihood-based inference for discretely observed stochastic compartmental models of infectious disease
- Orthogonal polynomial expansions for the matrix exponential
- Time integration of tensor trains
- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
- Lie algebra solution of population models based on time-inhomogeneous Markov chains
- Birth/birth-death processes and their computable transition probabilities with biological applications
- A block Krylov subspace time-exact solution method for linear ordinary differential equation systems.
- A piecewise-linearized algorithm based on the Krylov subspace for solving stiff ODEs
- Adapted BDF algorithms: Higher-order methods and their stability
- Magnus integrators for solving linear-quadratic differential games
- Comparison of methods for evaluating functions of a matrix exponential
- A modified uniformization method for the solution of the chemical master equation
- Investigation of numerical time-integrations of Maxwell's equations using the staggered grid spatial discretization
- A numerical study of large sparse matrix exponentials arising in Markov chains.
- The local linearization method for numerical integration of random differential equations
- New computational approaches for wrinkled and slack membranes
- Interpolating discrete advection--diffusion propagators at Leja sequences
- An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
- Accurate analytic numerical solution of initial value problems for parabolic systems
- Algebraic moment closure for population dynamics on discrete structures
- Incomplete penetrance: the role of stochasticity in developmental cell colonization
- The solution of two-dimensional advection-diffusion equations via operational matrices
- Efficient methods for studying stochastic disease and population dynamics
- Estimating the condition number of \(f(A)b\)
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- Parallel exponential time differencing methods for geophysical flow simulations
- Locally-corrected spectral methods and overdetermined elliptic systems
- On parameter estimation in population models
- Exponential fitting BDF-Runge-Kutta algorithms
- A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
- The scaling, splitting, and squaring method for the exponential of perturbed matrices
- Analysis of inexact Krylov subspace methods for approximating the matrix exponential
- Computing \(exp(-\tau A) b\) with Laguerre polynomials
- Stochastic descriptors in an SIR epidemic model for heterogeneous individuals in small networks
- A rational Arnoldi process with applications.
- QRT: A QR-Based Tridiagonalization Algorithm for Nonsymmetric Matrices
- An accurate polynomial approximation of exponential integrators
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
- A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
- Efficient simulation of unsaturated flow using exponential time integration
- Rational approximation to the Fermi-Dirac function with applications in density functional theory
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
- Solving the chemical master equation by a fast adaptive finite state projection based on the stochastic simulation algorithm
- Linearly stabilized schemes for the time integration of stiff nonlinear PDEs
- Efficient numerical integration of \(N\)th-order non-autonomous linear differential equations
- Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation
- Numerical simulation of nonlinear dynamical systems driven by commutative noise
- Block-tridiagonal state-space realization of chemical master equations: a tool to compute explicit solutions
- An exponential integrator for advection-dominated reactive transport in heterogeneous porous media
- Convergence rates for inverse-free rational approximation of matrix functions
- Geometric numerical integration of the assignment flow
- Exponential fitted Gauss, Radau and Lobatto methods of low order
- Exponential fitting BDF algorithms and their properties
- Computing humps of the matrix exponential
- Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods
- Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
- Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
- A solver for the stochastic master equation applied to gene regulatory networks
- Semi-spectral method for the Wigner equation
- ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
- A physically and geometrically nonlinear scaled-boundary-based finite element formulation for fracture in elastomers
- Computing the matrix sine and cosine simultaneously with a reduced number of products
- Approximating the large sparse matrix exponential using incomplete orthogonalization and Krylov subspaces of variable dimension.
- Implicit ODE solvers with good local error control for the transient analysis of Markov models
- Implementation of variable parameters in the Krylov-based finite state projection for solving the chemical master equation
- Spectrum-free and meshless solvers of parabolic PDEs
- Self-regularized pseudo time-marching schemes for structural system identification with static measurements
- A dissipative random velocity field for fully developed fluid turbulence
- Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations
- Stochastic modelling of prey depletion processes
- On parameter estimation in population models. III: Time-inhomogeneous processes and observation error
- A semi-analytical approach to molecular dynamics
- Sensitivity analysis of optimal transient growth for turbulent boundary layers
- \(q\)-blossoming and Hermite-Padé approximants to the \(q\)-exponential function
- Computationally exact methods for stochastic periodic dynamics: spatiotemporal dispersal and temporally forced transmission
- Jitter analysis of an MMPP-2 tagged stream in the presence of an MMPP-2 background stream
- A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations
- New efficient substepping methods for exponential timestepping
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- Robust linear stability analysis and a new method for computing the action of the matrix exponential
- Analytic-numerical solutions with a priori error bounds for a class of strongly coupled mixed partial differential systems
- Maximum bound principles for a class of semilinear parabolic equations and exponential time-differencing schemes
- Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method
- Linear credit risk models
- On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices
- On the performance of exponential integrators for problems in magnetohydrodynamics
- Estimating effective capacity in Erlang loss systems under competition
- EPIRK-\(W\) and EPIRK-\(K\) time discretization methods
- High order structure preserving explicit methods for solving linear-quadratic optimal control problems
- The Leja method revisited: backward error analysis for the matrix exponential
- Efficient adaptive step size control for exponential integrators
- Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade
- A backward Monte Carlo approach to exotic option pricing
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