Using the Restricted-denominator Rational Arnoldi Method for Exponential Integrators

  • Authors:
  • Paolo Novati

  • Affiliations:
  • novati@math.unipd.it

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2011

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Abstract

In this paper we investigate some practical aspects concerning the use of the restricted-denominator rational Arnoldi method for the computation of the core functions of exponential integrators for parabolic problems. We derive some useful a posteriori bounds together with hints for a suitable implementation inside the integrators. Numerical experiments arising from the discretization of sectorial operators are presented.