Efficient computation of phi-functions in exponential integrators

DOI10.1016/j.cam.2020.112758zbMath1503.65015OpenAlexW3003647143WikidataQ115581021 ScholiaQ115581021MaRDI QIDQ2306400

P. A. De Maio, J. C. Jimenez, H. de la Cruz

Publication date: 23 March 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.112758

zbMATH Keywords

Padé methodexponential integratorsnumerical integratorslocal linearization schemesphi-functions

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises ⋮ Time-accurate and highly-stable explicit peer methods for stiff differential problems ⋮ Arnoldi Algorithms with Structured Orthogonalization

Uses Software

• Expokit
• Expint
• GitHub
• KIOPS
• expmv

Cites Work

• Unnamed Item
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