New England Numerical Analysis Day 2009

University of Rhode Island
Department of Mathematics, Lippitt Hall
April 4, 2009, 9:00am-5:30pm
main conference page

On convergence of Krylov subspace approximations of time-invariant dynamical systems

Vladimir Druskin, Schlumberger-Doll Research

(joint work with Leonid Knizhnerman and Michael Zaslavsky)

First we compute $ \exp(-tA)b$, where $A$ is a Hermitian positive-definite matrix and $b$ is a vector by projection onto the rational Krylov subspaces. We present an a priori error bound via rational approximation on $A$'s spectrum (independently obtained by Beckermann&Reichel , 2008 and the authors) and discuss optimal choice of poles.

Then we extend the algorithm and the error bounds to the solution of stable high order time-invariant dynamical systems with Hermitian matrix coefficients and variable right hand sides.



Organizers

Jim Baglama (URI), Tom Bella (URI), Li Wu (URI).

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