Krylov Approximation of Linear ODEs with Polynomial Parameterization

DOI10.1137/15M1032831zbMath1338.65183arXiv1507.07507MaRDI QIDQ2806185

Michiel E. Hochstenbach, Elias Jarlebring, Antti Koskela

Publication date: 17 May 2016

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

Full work available at URL: https://arxiv.org/abs/1507.07507

zbMATH Keywords

algorithmconvergencesparse matrixa posteriori error estimatesKrylov methodsmatrix functionsmatrix exponentialFréchet derivativesmodel order reductionexponential integratorsArnoldi's methodparameterized ordinary differential equations

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)

Uses Software

• Expokit
• Eigtool
• mftoolbox

Cites Work

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