Computing Linear Combinations of $\varphi$-Function Actions for Exponential Integrators
Abstract
We propose a matrix-free algorithm for evaluating linear combinations of -function actions, for , arising in exponential integrators. The method combines the scaling and recovering method with a truncated Taylor series, choosing a spectral shift and a scaling parameter by minimizing a power-based objective of the shifted operator. Accuracy is user-controlled and ultimately limited by the working precision. The algorithm decouples the stage abscissae from the polynomial weights , and a block variant enables simultaneous evaluation of . Across standard benchmarks, including stiff and highly nonnormal matrices, the algorithm attains near-machine accuracy (IEEE double precision in our tests) for small step sizes and maintains reliable accuracy for larger steps where several existing Krylov-based algorithms deteriorate, providing a favorable balance of reliability and computational cost.
Cite
@article{arxiv.2509.26475,
title = {Computing Linear Combinations of $\varphi$-Function Actions for Exponential Integrators},
author = {Awad H. Al-Mohy},
journal= {arXiv preprint arXiv:2509.26475},
year = {2025}
}
Comments
17 pages, 3 figures