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Solving linear initial value problems by Faber polynomials
Author(s) -
Novati P.
Publication year - 2002
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.287
Subject(s) - mathematics , convergence (economics) , exponential function , operator (biology) , classical orthogonal polynomials , value (mathematics) , integrator , orthogonal polynomials , algebra over a field , mathematical analysis , pure mathematics , computer science , statistics , computer network , biochemistry , chemistry , bandwidth (computing) , repressor , transcription factor , economics , gene , economic growth
In this paper we use the theory of Faber polynomials for solving N ‐dimensional linear initial value problems. In particular, we use Faber polynomials to approximate the evolution operator creating the so‐called exponential integrators. We also provide a consistence and convergence analysis. Some tests where we compare our methods with some Krylov exponential integrators are finally shown. Copyright © 2002 John Wiley & Sons, Ltd.