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Exponential integrator information


Exponential integrators are a class of numerical methods for the solution of ordinary differential equations, specifically initial value problems. This large class of methods from numerical analysis is based on the exact integration of the linear part of the initial value problem. Because the linear part is integrated exactly, this can help to mitigate the stiffness of a differential equation. Exponential integrators can be constructed to be explicit or implicit for numerical ordinary differential equations or serve as the time integrator for numerical partial differential equations.

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Exponential integrator

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Exponential integrators can be constructed to be explicit or implicit for numerical ordinary differential equations or serve as the time integrator for...

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Numerical methods for ordinary differential equations

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equation is exact, but it doesn't define the integral. The first-order exponential integrator can be realized by holding N ( y ( t n + τ ) ) {\displaystyle {\mathcal...

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Biological neuron model

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exponential nonlinearity is strongly supported by experimental evidence. In the adaptive exponential integrate-and-fire neuron the above exponential nonlinearity...

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List of exponential topics

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integral Exponential integrator Exponential map (Lie theory) Exponential map (Riemannian geometry) Exponential map (discrete dynamical systems) Exponential notation...

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Exponential growth

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Exponential growth is a process that increases quantity over time at an ever-increasing rate. It occurs when the instantaneous rate of change (that is...

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Double exponential

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Double exponential may refer to: A double exponential function Double exponential time, a task with time complexity roughly proportional to such a function...

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Exponential decay

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A quantity is subject to exponential decay if it decreases at a rate proportional to its current value. Symbolically, this process can be expressed by...

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Matrix exponential

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In mathematics, the matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function. It is used to solve systems...

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Exponential family

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In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special...

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Exponential integral

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In mathematics, the exponential integral Ei is a special function on the complex plane. It is defined as one particular definite integral of the ratio...

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Derivative of the exponential map

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Lie groups, the exponential map is a map from the Lie algebra g of a Lie group G into G. In case G is a matrix Lie group, the exponential map reduces to...

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Integral

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any coefficient. Rule-based integration systems facilitate integration. Rubi, a computer algebra system rule-based integrator, pattern matches an extensive...

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Symplectic integrator

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symplectic integrator (SI) is a numerical integration scheme for Hamiltonian systems. Symplectic integrators form the subclass of geometric integrators which...

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Natural logarithm

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function of a positive real variable, is the inverse function of the exponential function, leading to the identities: e ln ⁡ x = x  if  x ∈ R + ln ⁡ e...

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Integrating factor

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parameters Differential equations Product rule Quotient rule Exact differential Matrix exponential Munkhammar, Joakim, "Integrating Factor", MathWorld....

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System integration

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system integrator integrates discrete systems utilizing a variety of techniques such as computer networking, enterprise application integration, business...

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Exponential stability

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control theory, a continuous linear time-invariant system (LTI) is exponentially stable if and only if the system has eigenvalues (i.e., the poles of...

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Numerical integration

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Encyclopedia of Mathematics Implementations of many quadrature and cubature formulae within the free Tracker Component Library. SageMath Online Integrator...

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Exponentially modified Gaussian distribution

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an exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random...

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Characterizations of the exponential function

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In mathematics, the exponential function can be characterized in many ways. The following characterizations (definitions) are most common. This article...

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Stretched exponential function

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The stretched exponential function f β ( t ) = e − t β {\displaystyle f_{\beta }(t)=e^{-t^{\beta }}} is obtained by inserting a fractional power law into...

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Ordered exponential

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exponential, also called the path-ordered exponential, is a mathematical operation defined in non-commutative algebras, equivalent to the exponential...

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List of numerical analysis topics

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Dynamic relaxation Geometric integrator — a method that preserves some geometric structure of the equation Symplectic integrator — a method for the solution...

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List of integrals of exponential functions

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The following is a list of integrals of exponential functions. For a complete list of integral functions, please see the list of integrals. Indefinite...

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