Extended block Hessenberg method for large-scale Sylvester differential matrix equations

Document Type : Research Paper

Author

Department of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran

Abstract

In this paper, we consider large-scale low-rank Sylvester differential matrix equations. We present two iterative methods for the approximate solution of such differential matrix equations. In the first method, exploiting the extended block Krylov method, we approximate the exponential matrix in the exact solution. In the second method, we first project the initial value problem onto an extended block Krylov subspace and acquire a low-dimensional low-rank Sylvester differential matrix equation. Then the reduced Sylvester differential matrix equation is solved by the backward differentiation formula method (BDF) and the derived solution is used to construct the low-rank approximate solution of the original initial value problem. The iterative approaches are followed until some certain accuracy is obtained. We give some theoretical results and some numerical examples to show the efficiency of the proposed methods.

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References

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Journal of Mahani Mathematical Research

Articles in Press, Accepted Manuscript
Available Online from 23 May 2024

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  • Receive Date: 07 December 2023
  • Revise Date: 05 April 2024
  • Accept Date: 22 May 2024

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