New efficient substepping methods for exponential timestepping
From MaRDI portal
Publication:1736153
DOI10.1016/j.amc.2017.02.052zbMath1411.65089arXiv1608.02089OpenAlexW2492814504WikidataQ115598233 ScholiaQ115598233MaRDI QIDQ1736153
Publication date: 29 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.02089
Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items (3)
A Gaussian radial basis function-finite difference technique to simulate the HCIR equation ⋮ Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach ⋮ A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Efficient simulation of unsaturated flow using exponential time integration
- Open-source MATLAB implementation of consistent discretisations on complex grids
- Exponential time differencing for stiff systems
- An exponential integrator for advection-dominated reactive transport in heterogeneous porous media
- Implementation of exponential Rosenbrock-type integrators
- Fast Leja points
- Interpolating discrete advection--diffusion propagators at Leja sequences
- A massively parallel exponential integrator for advection-diffusion models
- A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media: application to wood drying
- The LEM exponential integrator for advection-diffusion-reaction equations
- Exponential integrators
- Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions
- Algorithm 919
- Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- Expokit
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Comparing Leja and Krylov Approximations of Large Scale Matrix Exponentials
- Exponential Rosenbrock-Type Methods
- Fourth-Order Time-Stepping for Stiff PDEs
- Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
- Computational Science - ICCS 2004
- Numerical Methods for Ordinary Differential Equations
- An interpolatory approximation of the matrix exponential based on Faber polynomials
This page was built for publication: New efficient substepping methods for exponential timestepping