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Rational Krylov subspace methods for phi-functions in exponential integrators

Göckler, Tanja

Abstract:
Exponential integrators are a class of numerical methods for stiff systems of differential equations which require the computation of products of so-called matrix phi-functions and vectors. In this thesis, we consider the approximation of these matrix functions times some vector by rational and extended Krylov subspace methods. For arbitrary matrices with a field of values in the left complex half-plane, a uniform approximation is obtained that predicts a sublinear convergence.


Zugehörige Institution(en) am KIT Institut für Angewandte und Numerische Mathematik (IANM)
Publikationstyp Hochschulschrift
Jahr 2014
Sprache Englisch
Identifikator URN: urn:nbn:de:swb:90-436472
KITopen ID: 1000043647
Verlag Karlsruhe
Abschlussart Dissertation
Fakultät Fakultät für Mathematik (MATH)
Institut Institut für Angewandte und Numerische Mathematik (IANM)
Prüfungsdaten 23.07.2014
Referent/Betreuer PD Dr. V. Grimm
Schlagworte Krylov subspace methods, rational approximation, phi-functions, exponential integrators
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