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• W2113478610 abstract "We propose and analyze the ReLPM (Real Leja Points Method) for evaluating the propagator ϕ(ΔtB)v via matrix interpolation polynomials at spectral Leja sequences. Here B is the large, sparse, nonsymmetric matrix arising from stable 2D or 3D finite-difference discretization of linear advection–diffusion equations, and ϕ(z) is the entire function ϕ(z)=(ez−1)/z. The corresponding stiff differential system ẏ(t)=By(t)+g,y(0)=y0, is solved by the exact time marching scheme yi+1=yi+Δtiϕ(ΔtiB)(Byi+g), i=0,1,…, where the time-step is controlled simply via the variation percentage of the solution, and can be large. Numerical tests show substantial speed-ups (up to one order of magnitude) with respect to a classical variable step-size Crank–Nicolson solver." @default.
• W2113478610 created "2016-06-24" @default.
• W2113478610 creator A5025544508 @default.
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• W2113478610 date "2004-11-01" @default.
• W2113478610 modified "2023-10-01" @default.
• W2113478610 title "Interpolating discrete advection–diffusion propagators at Leja sequences" @default.
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• W2113478610 doi "https://doi.org/10.1016/j.cam.2003.11.015" @default.
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