A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method

Author:

Acebrón Juan A.ORCID,Herrero José R.ORCID,Monteiro JoséORCID

Funder

EC Research Innovation Action under the H2020 Programme

Computer Architecture Department at Universitat Politècnica de Catalunya (UPC), Spain

Barcelona Supercomputing Center (BSC), Spain

PRACE, Belgium

Fundação para a Ciência e a Tecnologia, Portugal

Spanish Ministry of Science and Technology

Generalitat de Catalunya, Spain

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference39 articles.

1. Residual, restarting, and richardson iteration for the matrix exponential;Botchev;SIAM J. Sci. Comput.,2013

2. Circuit simulation by matrix exponential method;Weng,2011

3. Monte Carlo Methods for Electromagnetics;Sadiku,2009

4. Power grid simulation using matrix exponential method with rational Krylov subspaces;Zhuang,2013

5. Computing the matrix exponential in burnup calculations;Pusa;Nucl. Sci. Eng.,2010

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