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Browsing by Subject "Exponential integrators"

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Convergence analysis of high-order commutator-free quasi-Magnus exponential integrators for nonautonomous linear evolution equations of parabolic type

Blanes Zamora, Sergio; Casas, Fernando; Mechthild Thalhammer (Oxford University Press, 2018)

[EN] The main objective of this work is to provide a stability and error analysis of high-order commutator-free quasi-Magnus (CFQM) exponential integrators. These time integration methods for nonautonomous linear evolution ...
Magnus integrators for solving linear-quadratic differential games

Blanes Zamora, Sergio; Ponsoda Miralles, Enrique (Elsevier, 2012-08)

We consider Magnus integrators to solve linear-quadratic N-player differential games. These problems require to solve, backward in time, non-autonomous matrix Riccati differential equations which are coupled with the ...
New efficient numerical methods to describe the heat transfer in a solid medium

Ponsoda Miralles, Enrique; Blanes Zamora, Sergio; Bader, Philipp (Elsevier, 2011-10)

The analysis of heat conduction through a solid with heat generation leads to a linear matrix differential equation with separated boundary conditions. We present a symmetric second order exponential integrator for the ...
Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs

Blanes Zamora, Sergio; Ponsoda Miralles, Enrique (Elsevier, 2012-08)

We consider time-averaging methods based on the Magnus series expansion jointly with exponential integrators for the numerical integration of general linear non-homogeneous differential equations. The schemes can be ...

Now showing items 1-4 of 4

Browsing by Subject "Exponential integrators"

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Browsing by Subject "Exponential integrators"