Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant

Elliot Joseph Carr, Ian Turner, Milos Ilic


We study Krylov subspace methods for approximating the matrix-function vector product $\varphi(tA)b$ where $\varphi(z) = [\exp(z)-1]/z$. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where $A$~is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to $\varphi(tA)b$, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

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Krylov subspace methods; Matrix function approximation; Exponential integrators

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