4 papers
On a class of modified Cayley--Magnus methods
Sergio Blanes, Fernando Casas, Arieh Iserles
We introduce a new class of numerical integrators for the time integration of non-autonomous linear ordinary differential equations whose coefficient matrix is sparse and evolves w…
On semi-separability and differentiation matrices
Arieh Iserles
The theory of spectral methods for partial differential equations leads to infinite-dimensional matrices which represent the derivative operator with respect to an underlying ortho…
An accelerated Levin-Clenshaw-Curtis method for the evaluation of highly oscillatory integrals
Arieh Iserles, Georg Maierhofer
The efficient approximation of highly oscillatory integrals plays an important role in a wide range of applications. Whilst traditional quadrature becomes prohibitively expensive i…
Fourth-order compact exponential splittings for unbounded operators
Juan Carlos Del Valle, Arieh Iserles, Karolina Kropielnicka
We present a derivation and error bound for the family of fourth order splittings, originally introduced by Chin and Chen, where one of the operators is unbounded and the second on…