Shared-Pole Carathéodory–Fejér Approximations for Linear Combinations of φ-Functions
We develop a shared denominator Carathéodory–Fejér (CF) method for efficiently evaluating linear combinations of φ-functions for matrices whose spectrum lies in the negative real axis, as required in exponential integrators for large stiff ODE systems. This entire family is approximated with a single set of poles (a common denominator). The shared pole set is obtained by assembling a stacked Hankel matrix from Chebyshev boundary data for all target functions and computing a single SVD; the zeros of the associated singular-vector polynomial, mapped via the standard CF slit transform, yield the poles. With the poles fixed, per-function residues and constants are recovered by a robust least squares fit on a suitable grid of the negative real axis. For any linear combination of resolvent operators applied to right-hand sides, the evaluation reduces to one shifted linear solve per pole with a single combined right-hand side, so the dominant cost matches that of computing a single φ-function action. Numerical experiments indicate geometric convergence at a rate consistent withHalphen’s constant, and for highly stiff problems our algorithm outperforms existing Taylor and Krylov polynomial-based algorithms.
Authors
- Awad H. Al-Mohy (ORCID: https://orcid.org/0000-0002-4722-3864)
Institutions
- King Khalid University (SA)
Publication Details
- Journal
- Mathematics
- Published
- 2025-12-14
- DOI
- https://doi.org/10.3390/math13243985
- Primary Topic
- Numerical methods for differential equations
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- King Khalid University