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.
Accurate evaluation of divided differences for polynomial interpolation of exponential propagators
CALIARI, Marco
2007-01-01
Abstract
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.File in questo prodotto:
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