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An approximation of matrix exponential by a truncated Laguerre series

Numerical Analysis 2023-12-13 v1 Numerical Analysis Dynamical Systems Functional Analysis Spectral Theory

Abstract

The Laguerre functions ln,ταl_{n,\tau}^\alpha, n=0,1,n=0,1,\dots, are constructed from generalized Laguerre polynomials. The functions ln,ταl_{n,\tau}^\alpha depend on two parameters: scale τ>0\tau>0 and order of generalization α>1\alpha>-1, and form an orthogonal basis in L2[0,)L_2[0,\infty). Let the spectrum of a square matrix AA lie in the open left half-plane. Then the matrix exponential HA(t)=eAtH_A(t)=e^{At}, t>0t>0, belongs to L2[0,)L_2[0,\infty). Hence the matrix exponential HAH_A can be expanded in a series HA=n=0Sn,τ,α,Aln,ταH_A=\sum_{n=0}^\infty S_{n,\tau,\alpha,A}\,l_{n,\tau}^\alpha. An estimate of the norm HAn=0NSn,τ,α,Aln,ταL2[0,)\Bigl\lVert H_A-\sum_{n=0}^N S_{n,\tau,\alpha,A}\,l_{n,\tau}^\alpha\Bigr\rVert_{L_2[0,\infty)} is proposed. Finding the minimum of this estimate over τ\tau and α\alpha is discussed. Numerical examples show that the optimal α\alpha is often almost 0, which essentially simplifies the problem.

Keywords

Cite

@article{arxiv.2312.07291,
  title  = {An approximation of matrix exponential by a truncated Laguerre series},
  author = {E. D. Khoroshikh and V. G. Kurbatov},
  journal= {arXiv preprint arXiv:2312.07291},
  year   = {2023}
}

Comments

20 pages, 4 figures