Evaluating Matrix Functions for Exponential Integrators via Carathéodory-fejér Approximation and Contour Integrals
نویسندگان
چکیده
Abstract. Among the fastest methods for solving stiff PDE are exponential integrators, which require the evaluation of , where is a negative semidefinite matrix and is the exponential function or one of the related “ functions” such as . Building on previous work by Trefethen and Gutknecht, Minchev, and Lu, we propose two methods for the fast evaluation of that are especially useful when shifted systems
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تاریخ انتشار 2007