Accurate dense output formula for exponential integrators using the scaling and squaring method

  • Chengshan Wang
  • , Xiaopeng Fu
  • , Peng Li*
  • , Jianzhong Wu
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

Abstract

This paper proposes an accurate dense output formula for exponential integrators. The computation of matrix exponential function is a vital step in implementing exponential integrators. By scrutinizing the computational process of matrix exponentials using the scaling and squaring method, valuable intermediate results in this process are identified and then used to establish a dense output formula. Efficient computation of dense outputs by the proposed formula enables time integration methods to set their simulation step sizes more flexibly. The efficacy of the proposed formula is verified through numerical examples from the power engineering field.

Original languageEnglish
Pages (from-to)101-107
Number of pages7
JournalApplied Mathematics Letters
Volume43
DOIs
Publication statusPublished - 1 May 2015
Externally publishedYes

Keywords

  • Exponential integrator Dense output formula Matrix exponential

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