Accurate evaluation of divided differences for polynomial interpolation of exponential propagators

Accurate evaluation of divided differences for polynomial interpolation of exponential propagators
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指数传播器多项式插值除差的准确评估

DOI:
10.1007/s00607-007-0227-1
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发表时间:
2007
期刊:
影响因子:
3.7
通讯作者:
M. Caliari
M. Caliari
中科院分区:
计算机科学3区
文献类型:
--
作者:
M. Caliari

文献摘要

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在本文中,我们提出了一种计算更准确的除差的方法,用于矩阵指数传播器 φ(hA)v 的牛顿形式插值, φ (z) = (ez − 1)/z。通过这种方式,可以用比传统计算的除差更大的时间步长 h 来近似 φ (hA)v,正如数值示例所证实的那样。该技术还可以扩展到“更高”阶 φk 函数,k≥0。
In this paper, we propose an approach to the computation of more accurate divided differences for the interpolation in the Newton form of the matrix exponential propagator φ(hA)v, φ (z) = (ez − 1)/z. In this way, it is possible to approximate φ (hA)v with larger time step size h than with traditionally computed divided differences, as confirmed by numerical examples. The technique can be also extended to “higher” order φk functions, k≥0.