Università degli Studi di Padova

“A Lanczos-like method for the time-ordered exponential”

Martedì 4 Febbraio 2020, ore 16:00 - Aula 2AB40 - Stefano Pozza (Dept. of Numerical Mathematics, Charles University, Czech Republic)


The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control theory, and model reduction problems, the time-ordered exponential function remains elusively difficult to evaluate. In the talk, we present a Lanczos-like algorithm capable of evaluating it by producing a tridiagonalization of the original differential system. The algorithm is presented in a theoretical setting. Nevertheless, a strategy for its numerical implementation is also outlined and will be subject of future investigation.

The work is a collaboration with Pierre-Louis Giscard (Université du Littoral Cote d’Opale, Calais, France)