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The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…

Numerical Analysis · Mathematics 2022-06-28 Pierre-Louis Giscard , Stefano Pozza

The time-ordered exponential of a time-dependent matrix $\mathsf{A}(t)$ is defined as the function of $\mathsf{A}(t)$ that solves the first-order system of coupled linear differential equations with non-constant coefficients encoded in…

Numerical Analysis · Mathematics 2020-10-09 Pierre-Louis Giscard , Stefano Pozza

We propose a new approach to the combinatorial interpretations of linearization coefficient problem of orthogonal polynomials. We first establish a difference system and then solve it combinatorially and analytically using the method of…

Classical Analysis and ODEs · Mathematics 2012-11-20 Mourad E. H. Ismail , Anisse Kasraoui , Jiang Zeng

The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…

Numerical Analysis · Mathematics 2022-06-09 S. Cipolla , S. Pozza , M. Redivo-Zaglia , N. Van Buggenhout

Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…

Numerical Analysis · Mathematics 2015-05-28 Muhammad Farooq , Abdellah Salhi

This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is…

Numerical Analysis · Mathematics 2010-01-20 Datian Niu , Xuegang Yuan

We suggest a method to compute approximations to temporal correlation functions of few-body observables in chaotic many-body systems in the thermodynamic limit based on the respective Lanczos coefficients. Given the knowledge of these…

Statistical Mechanics · Physics 2025-12-18 Merlin Füllgraf , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice of an orthonormal basis depends on a number of desirable…

Numerical Analysis · Mathematics 2026-03-13 Arieh Iserles , Marcus Webb

A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating…

Mathematical Physics · Physics 2014-08-27 Abdou M. Abdel-Rehim , Ronald B. Morgan , Dywayne A. Nicely , Walter Wilcox

Covergent eigensolutions of the Dirac Equation for a relativistic electron in an external Coulomb potential are obtained using the Lanczos Algorithm. A tri-diagonal matrix representation of the Dirac Hamiltonian operator is constructed…

Mathematical Physics · Physics 2007-06-18 R. C. Andrew , H. G. Miller , G. D. Yen

Various recurrence relations between formal orthogonal polynomials can be used to derive Lanczos-type algorithms. In this paper, we consider recurrence relation $A_{12}$ for the choice $U_i(x)=P_i(x)$, where $U_i$ is an auxiliary family of…

Numerical Analysis · Mathematics 2014-05-08 Saif Ullah , Muhammad Farooq , Abdellah Salhi

In this paper an extension of the spectral Lanczos' tau method to systems of nonlinear integro-differential equations is proposed. This extension includes (i) linearization coefficients of orthogonal polynomials products issued from…

Numerical Analysis · Mathematics 2017-02-15 P. B. Vasconcelos , J. Matos , M. S. Trindade

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…

Computational Physics · Physics 2015-01-05 Randolf Beerwerth , Heiko Bauke

Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…

Numerical Analysis · Mathematics 2015-12-15 Andrew V. Terekhov

Regular chains and triangular decompositions are fundamental and well-developed tools for describing the complex solutions of polynomial systems. This paper proposes adaptations of these tools focusing on solutions of the real analogue:…

Symbolic Computation · Computer Science 2010-05-17 Changbo Chen , James H. Davenport , John P. May , Marc Moreno Maza , Bican Xia , Rong Xiao

A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…

Numerical Analysis · Mathematics 2018-01-08 Yuliya Gorb , Daria Kurzanova , Yuri Kuznetsov

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

A common approach to approximating quadratic forms of matrix functions is to use a quadrature rule derived from the Lanczos process, known as a Lanczos quadrature. Although symmetric quadrature rules are computationally favorable, it has…

Numerical Analysis · Mathematics 2026-01-30 Wenhao Li , Shengxin Zhu

The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…

Numerical Analysis · Mathematics 2011-12-15 Marko Huhtanen , Allan Perämäki

In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…

Optimization and Control · Mathematics 2013-02-14 I. Necoara , J. A. K. Suykens
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