Date
Tue, 30 Apr 2019
Time
14:00 - 14:30
Location
L3
Speaker
Tobias Jawecki
Organisation
TU Wien

A defect-based a posteriori error estimate for Krylov subspace approximations to the matrix exponential is introduced. This error estimate constitutes an upper norm bound on the error and can be computed during the construction of the Krylov subspace with nearly no computational effort. The matrix exponential function itself can be understood as a time propagation with restarts. In practice, we are interested in finding time steps for which the error of the Krylov subspace approximation is smaller than a given tolerance. Finding correct time steps is a simple task with our error estimate. Apart from step size control, the upper error bound can be used on the fly to test if the dimension of the Krylov subspace is already sufficiently large to solve the problem in a single time step with the required accuracy.

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