Using the restricted-denominator rational Arnoldi method for exponential integrators

DOI10.1137/100814202MaRDI QIDQ3225551zbMATH OpenOpenAlexFDO

Authors P. Novati

Publication date 21 March 2012

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.1485

zbMATH Keywords

advection diffusion modelconvergenceefficient computation of matrix functionserror boundexponential integratorsKrylov subspacesnumerical experimentsrational approximationrational Arnoldi methodstiff systems

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Abstract: In this paper we investigate some practical aspects concerning the use of the Restricted-Denominator (RD) rational Arnoldi method for the computation of the core functions of exponential integrators for parabolic problems. We derive some useful a-posteriori bounds together with some hints for a suitable implementation inside the integrators. Numerical ex- periments arising from the discretization of sectorial operators are pre- sented.

Recommendations

• On RD-rational Krylov approximations to the core-functions of exponential integrators
• RD-rational approximations of the matrix exponential
• On the construction of restricted-denominator exponential W-methods
• Error control of rational approximations to the exponential function
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators

Cited in

(21)

• RD-rational approximations of the matrix exponential
• Inexact rational Krylov method for evolution equations
• An extended-rational Arnoldi method for large matrix exponential evaluations
• Exponential time integration of solitary waves of cubic Schrödinger equation
• Shift-invert rational Krylov method for an operator \(\phi \)-function of an unbounded linear operator
• Acceleration of contour integration techniques by rational Krylov subspace methods
• On the construction of restricted-denominator exponential W-methods
• Scaled and squared subdiagonal Padé approximation for the matrix exponential
• A note on Krylov methods for fractional evolution problems
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• On RD-rational Krylov approximations to the core-functions of exponential integrators
• Exponential versus IMEX high-order time integrators for thermal convection in rotating spherical shells
• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
• Krylov subspace methods for functions of fractional differential operators
• Shift-and-invert Krylov methods for time-fractional wave equations
• Automatic smoothness detection of the resolvent Krylov subspace method for the approximation of \(C_0\)-semigroups
• Rational Krylov methods in exponential integrators for European option pricing.
• Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation
• Inexact shift-invert Arnoldi method for evolution equations
• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals

This page was built for publication: Using the restricted-denominator rational Arnoldi method for exponential integrators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3225551)