On the convergence of Krylov subspace methods for matrix Mittag-Leffler functions

In this paper we analyze the convergence of some commonly used Krylov subspace methods for computing the action of matrix Mittag-Leffler functions. As is well known, such functions find application in the solution of fractional differential equations. We illustrate the theoretical results by some numerical experiments.

Titolo: On the convergence of Krylov subspace methods for matrix Mittag-Leffler functions
Autori: 
MORET, IGOR
NOVATI, PAOLO
Data di pubblicazione: 2011
Rivista: 
SIAM JOURNAL ON NUMERICAL ANALYSIS  
Abstract: In this paper we analyze the convergence of some commonly used Krylov subspace methods for computing the action of matrix Mittag-Leffler functions. As is well known, such functions find application in the solution of fractional differential equations. We illustrate the theoretical results by some numerical experiments.
Handle: http://hdl.handle.net/11368/2840395
Digital Object Identifier (DOI): http://dx.doi.org/10.1137/080738374
URL: http://epubs.siam.org/sinum/resource/1/sjnaam/v49/i5/p2144_s1
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