23 citations · 87 across the 23 of their papers we have counts for
9 papers · 1 filter
Computing low-rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
Peter Kandolf, Antti Koskela, Samuel D. Relton +1
The Fréchet derivative of the matrix function plays an important role in many different applications, including condition number estimation and network analysis.…
Sampling of Stochastic Differential Equations using the Karhunen-Loève Expansion and Matrix Functions
Antti Koskela, Samuel D. Relton
We consider linearizations of stochastic differential equations with additive noise using the Karhunen-Loève expansion. We obtain our linearizations by truncating the expansion and…
Krylov integrators for Hamiltonian systems
Antti Koskela
We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we es…
On a generalization of the Bessel function Neumann expansion
Antti Koskela, Elias Jarlebring
The Bessel-Neumann expansion (of integer order) of a function corresponds to representing as a linear combination of basis functions $ϕ_0,ϕ_…
Analysis of Krylov Subspace Approximation to Large Scale Differential Riccati Equations
Antti Koskela, Hermann Mena
We consider a Krylov subspace approximation method for the symmetric differential Riccati equation , . The method we consider is based on p…
Disguised and new Quasi-Newton methods for nonlinear eigenvalue problems
Elias Jarlebring, Antti Koskela, Giampaolo Mele
In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type , where is a holomorphic…
Splitting methods for time integration of trajectories in combined electric and magnetic fields
Christian Knapp, Alexander Kendl, Antti Koskela +1
The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method w…
Krylov approximation of ODEs with polynomial parameterization
Antti Koskela, Elias Jarlebring, Michiel E. Hochstenbach
We propose a new numerical method to solve linear ordinary differential equations of the type , w…
The infinite Arnoldi exponential integrator for linear inhomogeneous ODEs
Antti Koskela, Elias Jarlebring
Exponential integrators that use Krylov approximations of matrix functions have turned out to be efficient for the time-integration of certain ordinary differential equations (ODEs…