In this paper we compare Krylov subspace methods with Faber series expansion for approximating the matrix exponential operator on large, sparse, non-symmetric matrices. We consider in particular the case of Chebyshev series, corresponding to an initial estimate of the spectrum of the matrix by a suitable ellipse. Experimental results upon matrices with large size, arising from space discretization of 2D advection-diffusion problems, demonstrate that the Chebyshev method can be an effective alternative to Krylov techniques.

Efficient approximation of the exponential operator for discrete 2D advection-diffusion problems

CALIARI, Marco;
2003-01-01

Abstract

In this paper we compare Krylov subspace methods with Faber series expansion for approximating the matrix exponential operator on large, sparse, non-symmetric matrices. We consider in particular the case of Chebyshev series, corresponding to an initial estimate of the spectrum of the matrix by a suitable ellipse. Experimental results upon matrices with large size, arising from space discretization of 2D advection-diffusion problems, demonstrate that the Chebyshev method can be an effective alternative to Krylov techniques.
exponential integrators; advection-diffusion; Chebyshev seris
File in questo prodotto:
File Dimensione Formato  
preBCV03.pdf

accesso aperto

Tipologia: Documento in Post-print
Licenza: Dominio pubblico
Dimensione 427.35 kB
Formato Adobe PDF
427.35 kB Adobe PDF Visualizza/Apri
BCV03.pdf

non disponibili

Tipologia: Versione dell'editore
Licenza: Accesso ristretto
Dimensione 516.3 kB
Formato Adobe PDF
516.3 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/332528
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 29
  • ???jsp.display-item.citation.isi??? 28
social impact