In this paper we use the theory of Faber polynomials for solving N-dimensional linear initial value problems. In particular, we use Faber polynomials to approximate the evolution operator creating the so-called exponential integrators. We also provide a consistence and convergence analysis. Some tests where we compare our methods with some Krylov exponential integrators are finally shown.
Solving initial value problems by Faber polynomials / Novati, Paolo. - In: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS. - ISSN 1070-5325. - STAMPA. - 10:(2003), pp. 247-270. [10.1002/nla.287]
Solving initial value problems by Faber polynomials
Paolo Novati
2003-01-01
Abstract
In this paper we use the theory of Faber polynomials for solving N-dimensional linear initial value problems. In particular, we use Faber polynomials to approximate the evolution operator creating the so-called exponential integrators. We also provide a consistence and convergence analysis. Some tests where we compare our methods with some Krylov exponential integrators are finally shown.File in questo prodotto:
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