In this paper, we propose an approach to the computation of more accurate divided differences for the interpolation in the Newton form of the matrix exponential propagator phi(hA) v, phi(z) = (e(z)-1)/z. In this way, it is possible to approximate.( hA) v with larger time step size h than with traditionally computed divided differences, as confirmed by numerical examples. The technique can be also extended to "higher" order phi(k) functions, k >= 0.
|Titolo:||Accurate evaluation of divided differences for polynomial interpolation of exponential propagators|
|Data di pubblicazione:||2007|
|Appare nelle tipologie:||01.01 Articolo in Rivista|