Abstract
We propose a numerical method for solving large‐scale differential symmetric Stein equations having low‐rank right constant term. Our approach is based on projection the given problem onto a Krylov subspace then solving the low dimensional matrix problem by using an integration method, and the original problem solution is built by using obtained low‐rank approximate solution. Using the extended block Arnoldi process and backward differentiation formula (BDF), we give statements of the approximate solution and corresponding residual. Some numerical results are given to show the efficiency of the proposed method.
Keywords
Mathematics
Krylov subspace
Generalized minimal residual method
Scale (ratio)
Residual
Rank (graph theory)
Projection (relational algebra)
Applied mathematics
Differential equation
Matrix (chemical analysis)
Constant (computer programming)
Subspace topology
Low-rank approximation
Block (permutation group theory)
Numerical analysis
Mathematical analysis
Mathematical optimization
Iterative method
Algorithm
Combinatorics
Computer science
Subject Areas
Model Reduction and Neural Networks
·Statistical and Nonlinear Physics ·Physical Sciences
Electromagnetic Simulation and Numerical Methods
·Electrical and Electronic Engineering ·Physical Sciences
Matrix Theory and Algorithms
·Computational Theory and Mathematics ·Physical Sciences
Citations by Year
2025: 1
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