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We present an open-source CUDA-based package that consists of a compilation of exponential integrators where the action of the matrix exponential or the $\varphi_l$ functions on a vector is approximated using the method of polynomial…

Numerical Analysis · Mathematics 2024-10-23 Pranab J Deka , Alexander Moriggl , Lukas Einkemmer

Krylov-based algorithms have long been preferred to compute the matrix exponential and exponential-like functions appearing in exponential integrators. Of late, direct polynomial interpolation of the action of these exponential-like…

Numerical Analysis · Mathematics 2022-11-17 Pranab J. Deka , Mayya Tokman , Lukas Einkemmer

In this paper, we investigate the application of exponential integrators to advection-dominated problems. We focus on Krylov subspace and Leja interpolation methods to compute the action of exponential and related matrix functions.…

Numerical Analysis · Mathematics 2025-12-04 Thi Tam Dang , Trung Hau Hoang

The Leja method is a polynomial interpolation procedure that can be used to compute matrix functions. In particular, computing the action of the matrix exponential on a given vector is a typical application. This quantity is required, e.g.,…

Numerical Analysis · Mathematics 2016-07-15 Marco Caliari , Peter Kandolf , Alexander Ostermann , Stefan Rainer

In this paper, we consider the application of exponential integrators to problems that are advection dominated, either on the entire or on a subset of the domain. In this context, we compare Leja and Krylov based methods to compute the…

Numerical Analysis · Mathematics 2024-10-17 Lukas Einkemmer , Trung-Hau Hoang , Alexander Ostermann

We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…

Numerical Analysis · Mathematics 2014-04-18 Georg Jansing

We introduce a new implementation of hybridization expansion continuous time quantum impurity solver which is relevant to dynamical mean-field theory. It employs Newton interpolation at a sequence of real Leja points to compute the time…

Strongly Correlated Electrons · Physics 2012-05-09 Li Huang , Xi Dai

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

In this paper, we develop efficient and accurate evaluation for the Lyapunov operator function $\varphi_l(\mathcal{L}_A)[Q],$ where $\varphi_l(\cdot)$ is the function related to the exponential, $\mathcal{L}_A$ is a Lyapunov operator and…

Numerical Analysis · Mathematics 2022-04-28 Dongping Li , Yue Zhang , Xiuying Zhang

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…

Numerical Analysis · Mathematics 2012-05-16 Jitse Niesen , Will M. Wright

We propose a matrix-free algorithm for evaluating linear combinations of $\varphi$-function actions, $w_i := \sum_{j=0}^{p} \alpha_i^{\,j}\,\varphi_j(t_i A)v_j$ for $i=1\colon r$, arising in exponential integrators. The method combines the…

Numerical Analysis · Mathematics 2025-10-01 Awad H. Al-Mohy

This paper presents a new algorithm KIOPS for computing linear combinations of $\varphi$-functions that appear in exponential integrators. This algorithm is suitable for large-scale problems in computational physics where little or no…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Greg Rainwater , Mayya Tokman

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

This work suggests an interpolation-based stochastic collocation method for the non-intrusive and adaptive construction of sparse polynomial chaos expansions (PCEs). Unlike pseudo-spectral projection and regression-based stochastic…

Numerical Analysis · Mathematics 2019-11-21 Dimitrios Loukrezis , Herbert De Gersem

In this paper we establish asymptotically best possible interpolation Lebesgue-type inequalities for $2\pi$-periodic functions $f$, which are representable as generalized Poisson integrals of the functions $\varphi$ from the space $L_p$,…

Classical Analysis and ODEs · Mathematics 2023-10-05 Anatoly Serdyuk , Tetiana Stepaniuk

A new alternative numerical procedure to the Szeg\H{o} quadrature formulas for the estimation of integrals with respect to a positive Borel measure $\mu$ supported on the unit circle is presented. As in many practical situations, we assume…

Numerical Analysis · Mathematics 2026-01-27 Ruymán Cruz-Barroso , Lidia Fernández , Francisco Marcellán

We introduce a family of piecewise-exponential functions that have the Hermite interpolation property. Our design is motivated by the search for an effective scheme for the joint interpolation of points and associated tangents on a curve…

Numerical Analysis · Mathematics 2014-11-18 Costanza Conti , Lucia Romani , Michael Unser

Nonlinear interpolants have been shown useful for the verification of programs and hybrid systems in contexts of theorem proving, model checking, abstract interpretation, etc. The underlying synthesis problem, however, is challenging and…

Logic in Computer Science · Computer Science 2019-08-29 Mingshuai Chen , Jian Wang , Jie An , Bohua Zhan , Deepak Kapur , Naijun Zhan

We present a unified framework for the construction of localized exponential integrators that bypasses the traditional trade-off between the accuracy of global spectral methods and the efficiency of sparse finite differences. By evaluating…

Numerical Analysis · Mathematics 2026-03-18 Víctor Bayona
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