Methods for the approximation of the matrix exponential in a Lie-algebraic setting
From MaRDI portal
Publication:2725335
DOI10.1093/imanum/21.2.463zbMath1009.65040arXivmath/9904122OpenAlexW2006409769MaRDI QIDQ2725335
Elena Celledoni, Arieh Iserles
Publication date: 12 July 2001
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/9904122
Lie algebraLie groupisospectral flowmatrix differential equationapproximation of the matrix exponentialtime symmetric approximation
Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Lie algebras of Lie groups (22E60)
Related Items
Symplectic methods for the approximation of the exponential map and the Newton iteration on Riemannian submanifolds, Preserving geometric properties of the exponential matrix by block Krylov subspace methods, A higher order local linearization method for solving ordinary differential equations, A structure preserving approximation method for Hamiltonian exponential matrices, Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method, Numerical integration methods for the double-bracket flow., Global symplectic Lanczos method with application to matrix exponential approximation, High-Order Retractions on Matrix Manifolds Using Projected Polynomials, Numerical methods for ordinary differential equations on matrix manifolds, A method for approximation of the exponential map in semidirect product of matrix Lie groups and some applications, Neural learning by geometric integration of reduced `rigid-body' equations, Rate of convergence of local linearization schemes for initial-value problems, On the counting process for a class of Markovian arrival processes with an application to a queueing system, Explicit Wei-Norman formulae for matrix Lie groups via Putzer's method, Quadrature methods based on the Cayley transform, Applications of Magnus expansions and pseudospectra to Markov processes, Computation of functions of Hamiltonian and skew-symmetric matrices, Descent methods for optimization on homogeneous manifolds, A block \(J\)-Lanczos method for Hamiltonian matrices, Topics in structure-preserving discretization, The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices