Related papers: A $\mu$-mode approach for exponential integrators:…
In this manuscript, we propose an efficient, practical and easy-to-implement way to approximate actions of $\varphi$-functions for matrices with $d$-dimensional Kronecker sum structure in the context of exponential integrators up to second…
In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…
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…
Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion or diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary Partial…
In this paper, we propose a $\mu$-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a $d$-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix…
In this paper, we develop efficient and accurate algorithms for evaluating $\varphi(A)$ and $\varphi(A)b$, where $A$ is an $N\times N$ matrix, $b$ is an $N$ dimensional vector and $\varphi$ is the function defined by…
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…
We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function…
In this work we present a low-rank algorithm for computing low-rank approximations of large-scale Lyapunov operator $\varphi$-functions. These computations play a crucial role in implementing of matrix-valued exponential integrators for…
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…
In recent years, a great deal of attention has been focused on numerically solving exponential integrators. The important ingredient to the implementation of exponential integrators is the efficient and accurate evaluation of the so called…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
We present a scalable approach to computing nonlinear balancing energy functions for control-affine systems with polynomial nonlinearities. Al'brekht's power-series method is used to solve the Hamilton-Jacobi-Bellman equations for…
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…
Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…
Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…
Strongly interacting electrons in solids are generically described by Hubbardtype models, and the impact of solar light can be modeled by an additional time-dependence. This yields a finite dimensional system of ordinary differential…
We present a class of exponential integrators to compute solutions of the stochastic Schr\"odinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the…
A kink-based expression for the canonical partition function is developed using Feynman's path integral formulation of quantum mechanics and a discrete basis set. The approach is exact for a complete set of states. The method is tested on…
Weighted Poincar\'e-type and related inequalities provide upper bounds of the variance of functions. Their application in sensitivity analysis allows for quickly identifying the active inputs. Although the efficiency in prioritizing inputs…