English

Computing Linear Combinations of $\varphi$-Function Actions for Exponential Integrators

Numerical Analysis 2025-10-01 v1 Numerical Analysis

Abstract

We propose a matrix-free algorithm for evaluating linear combinations of φ\varphi-function actions, wi:=j=0pαijφj(tiA)vjw_i := \sum_{j=0}^{p} \alpha_i^{\,j}\,\varphi_j(t_i A)v_j for i=1 ⁣:ri=1\colon r, 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 tit_i from the polynomial weights αij\alpha_i^j, and a block variant enables simultaneous evaluation of {wi}i=1r\{w_i\}_{i=1}^r. 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.

Keywords

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

R2 v1 2026-07-01T06:08:06.225Z