4 papers
Matrix- and tensor-oriented numerical schemes for the evolutionary space-fractional complex Ginzburg--Landau equation
Marco Caliari, Fabio Cassini
In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equatio…
On the convergence of split exponential integrators for semilinear parabolic problems
Marco Caliari, Fabio Cassini, Lukas Einkemmer +1
Splitting the exponential-like functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational…
The turnpike control in stochastic multi-agent dynamics: a discrete-time approach with exponential integrators
Fabio Cassini, Chiara Segala
In this manuscript, we study the turnpike property in stochastic discrete-time optimal control problems for interacting agents. Extending previous deterministic results, we show th…
Exponential quadrature rules for problems with time-dependent fractional source
Marco Caliari, Fabio Cassini
In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form , with…