ALR Method for the Computation of the Matrix Exponential and Solution of Large-scale Lyapunov Equati

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：zyf853

【摘要】

：

　　We propose a new method for the approximate solution of the Lyapunov equation with rank-1 right-hand side,which is based on extended rational Krylov subspac

【作者】

：

Oseledets Ivan

【机构】

：

Skolkovo Inst.of Sci.& Tech.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　We propose a new method for the approximate solution of the Lyapunov equation with rank-1 right-hand side,which is based on extended rational Krylov subspace approximation with adaptively computed shifts.

其他文献

A Pseudo-block Krylov Subspace Recycling Approach for Solving Many Shifted Systems with Arbitrary Ri

　　Krylov subspace recycling is useful for solving a sequence of slowly changing linear systems.It has been shown that recycled GMRES usually cannot be used in

会议

Block Preconditioners for A C1 Finite Element Discretization of the Dirichlet Biharmonic Problem

　　Finite element discretisation of the Dirichlet biharmonic problem by Bogner-Fox-Schmit(bicubic Hermite)elements leads to a symmetric positive definite coeff

会议

Iterative Methods and Preconditioning

　　The solution of large sparse linear systems are at the core of most problems in science and engineering.Iterative methods,in conjunction with the use of pre

会议

Convergence of Adaptive Methods for A Low Order DG Method

　　We prove that an adaptive method for a weakly penalized method converges.The penalty parameter only needs to be large enough to guarantee stability.

会议

An H-adaptive RKDG Method for the Vlasov-Poisson System

　　In this talk we present an h-adaptive Runge-Kutta discontinuous Galerkin(RKDG)method for the Vlasov-Poisson system.A simple adaptive strategy is designed ba

会议

Space-time Adaptive ADER Discontinuous Galerkin Finite Element Schemes with A Posteriori Sub-cell Fi

　　We present a novel high order discontinuous Galerkin finite element method on space-time adaptive Cartesian meshes(AMR)for hyperbolic conservation laws in m

会议

Multiwavelet Discontinuous Galerkin Methods and Automated Parameters for Troubled Cell Indication

　　This talks focuses on using a multiwavelet representation of the discontinuous Galerkin(DG)approximation for trouble cell indication.

会议

Convergence Analysis of Restarted Arnoldi Type Methods for f(A)b

　　We show that the restarted Arnoldi method to compute f(A)b converges,provided that f is a Stieltjes function and A is hermitian and positive definite.

会议

Matrix Exponential and Krylov Subspaces for Time Domain Photonic Crystal Modeling

　　Time integration methods involving the matrix exponential are attractive for time domain photonic crystal modeling due to their excellent stability and accu

会议

Rational Krylov Techniques for Matrix Functions

　　We discuss recent advances in rational Krylov techniques for the approximation of matrix functions.

会议

ALR Method for the Computation of the Matrix Exponential and Solution of Large-scale Lyapunov Equati

其他学术论文