Display Abstract

Title Efficient exponentiation of perturbed matrices by splitting methods

Name Muaz seydaoglu
Country Turkey
Email muasey@upvnet.upv.es
Co-Author(s) P. Bader, S. Blanes
Submit Time 2014-03-26 13:43:17
Session
Special Session 63: Advanced high order geometric numerical integration methods for differential equations
Contents
We consider the computation of the flow of partial differential equations that can be discretized as $\partial_t u = (A+\epsilon B)u$. The flow corresponds to the matrix exponential $\exp(A+\epsilon B)$, where $A$ is cheaply diagonalizable (for example by Fourier transforms) and the perturbation $B$ is a dense matrix with $|\varepsilon|\ll 1$. After proper design and application, higher order splitting methods have been found to be superior to standard methods for certain classes of perturbed matrices.