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UID:news1276@dmi.unibas.ch
DTSTAMP;TZID=Europe/Zurich:20211204T143630
DTSTART;TZID=Europe/Zurich:20211210T110000
SUMMARY:Seminar in Numerical Analysis: Mike Botchev (Keldysh Institute of A
 pplied Mathematics)
DESCRIPTION:An efficient Krylov subspace algorithm for computing actions of
  the phi matrix function for large matrices is proposed. This matrix funct
 ion is widely used in exponential time integration\, Markov chains\, and n
 etwork analysis and many other applications. Our algorithm is based on a 
 reliable residual based stopping criterion and a new efficient restarting 
 procedure. We analyze residual convergence and prove\, for matrices with n
 umerical range in the stable complex half-plane\, that the restarted metho
 d is guaranteed to converge for any Krylov subspace dimension. Numerical t
 ests demonstrate efficiency of our approach for solving large scale evolut
 ion problems resulting from discretized in space time-dependent PDEs\, in 
 particular\, diffusion and convection-diffusion problems.\\r\\nFor further
  information about the seminar\, please visit this webpage [t3://page?uid=
 1115].
X-ALT-DESC:<p>An efficient Krylov subspace algorithm for computing actions 
 of the phi matrix function for large matrices is proposed. This matrix fun
 ction is widely used in exponential time integration\, Markov chains\, and
  network analysis and many other applications. Our algorithm is based on&n
 bsp\;a reliable residual based stopping criterion and a new efficient rest
 arting procedure. We analyze residual convergence and prove\, for matrices
  with numerical range in the stable complex half-plane\, that the restarte
 d method is guaranteed to converge for any Krylov subspace dimension. Nume
 rical tests demonstrate efficiency of our approach for solving large scale
  evolution problems resulting from discretized in space time-dependent PDE
 s\, in particular\, diffusion and convection-diffusion problems.</p>\n<p>F
 or further information about the seminar\, please visit this <a href="t3:/
 /page?uid=1115" title="Opens internal link in current window">webpage</a>.
 </p>
DTEND;TZID=Europe/Zurich:20211210T120000
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