Recently, there has been a great deal of interest in the construction of exponential
integrators. These integrators, as their name suggests, use the exponential function (and …

In this paper we consider the construction, analysis, implementation and application of
exponential integrators. The focus will be on two types of stiff problems. The first one is …

In der angewandten Statistik können Regressionsmodelle mit hochdimensionalen
Koeffizienten auftreten, die sich nicht mit gewöhnlichen Computersystemen schätzen …

The aim of this paper is to analyze explicit exponential Runge--Kutta methods for the time
integration of semilinear parabolic problems. The analysis is performed in an abstract …

The ability to solve a system of linear equations lies at the heart of areas such as
optimization, scientific computing, and computer science, and has traditionally been a …

Matrix functions are a central topic of linear algebra, and problems of their numerical
approximation appear increasingly often in scientific computing. We review various rational …

Semidefinite programs (SDP) have been used in many recentapproximation algorithms. We
develop a general primal-dualapproach to solve SDPs using a generalization ofthe well …

The need to evaluate expressions of the form f(A) or f(A)b, where f is a nonlinear function, A
is a large sparse n*n matrix, and b is an n-vector, arises in many applications. This paper …

Restricted Denominator (RD) rational approximations to the matrix exponential operator are
constructed by interpolation in points related to Krylov subspaces associated to a rational …

We give a novel spectral approximation algorithm for the balanced (edge-) separator
problem that, given a graph G, a constant balance b∈(0, 1/2], and a parameter γ, either finds …