相关论文: Computing exponential of tridiagonal Toeplitz matr…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option…
The exponential of block triangular matrices arises in a wide range of scientific computing applications, including exponential integrators for solving systems of ordinary differential equations, Hamiltonian systems in control theory,…
The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…
In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved.…
A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal $a$ on the diagonal and $b$ on the extra diagonals ($a, b\in \mathbb R$). The inverses of such matrices are…
The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the…
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…
We construct a class of exponential type solutions for the linear, delayed heat equation. These representations may be used to provide a priori ansatzes for certain boundary and/or initial-value problems arising in heat transfer. Several of…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…
In this work, we present a comprehensive framework for approximating the weakly singular power-law kernel $t^{\alpha-1}$ of fractional integral and differential operators, where $\alpha \in (0,1)$ and $t \in [\delta,T]$ with…
How to calculate the exponential of matrices in an explicit manner is one of fundamental problems in almost all subjects in Science. Especially in Mathematical Physics or Quantum Optics many problems are reduced to this calculation by…
Integral equation based numerical methods are directly applicable to homogeneous elliptic PDEs, and offer the ability to solve these with high accuracy and speed on complex domains. In this paper, extensions to problems with inhomogeneous…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
Governing equations for evolution of concentration and temperature in three-component systems were derived in the framework of classical irreversible thermodynamics using Onsager variational principle and were presented for…
The decomposition method which makes the parallel solution of the block-tridiagonal matrix systems possible is presented. The performance of the method is analytically estimated based on the number of elementary multiplicative operations…
In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…
New algorithms are presented for computing annihilating polynomials of Toeplitz, Hankel, and more generally Toeplitz+ Hankel-like matrices over a field. Our approach follows works on Coppersmith's block Wiedemann method with structured…
It was recently observed that the singular values of the off-diagonal blocks of the matrix sequences generated by the Cyclic Reduction algorithm decay exponentially. This property was used to solve, with a higher efficiency, certain…