Krylov subspace approximations for the exponential Euler method : error estimates and the harmonic Ritz approximant
Carr, Elliot Joseph, Turner, Ian, & Ilic, Milos (2011) Krylov subspace approximations for the exponential Euler method : error estimates and the harmonic Ritz approximant. In McLean, W. & Roberts, A.J. (Eds.) Proceedings of the 15th Biennial Computational Techniques and Applications Conference, CTAC-2010, ANZIAM Journal, University of New South Wales, Sydney, NSW, C612-C627.
We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.
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|Item Type:||Conference Paper|
|Keywords:||Krylov subspace methods, Matrix function approximation, Exponential integrators, Phi function, Arnoldi Method, Error estimates|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200)
Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300)
|Divisions:||Past > Schools > Mathematical Sciences|
|Copyright Owner:||Copyright 2011 Austral, Mathematical Society|
|Deposited On:||18 Aug 2011 23:46|
|Last Modified:||20 Aug 2011 09:10|
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