Computing multiple integrals involving matrix exponentials

In this paper, a generalization of a formula proposed by Van Loan [Computing integrals involving the matrix exponential, IEEE Trans. Automat. Control 23 (1978) 395–404] for the computation of multiple integrals of exponential matrices is introduced. In this way, the numerical evaluation of such inte...

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Bibliographic Details
Published inJournal of computational and applied mathematics Vol. 213; no. 1; pp. 300 - 305
Main Authors Carbonell, F., Jímenez, J.C., Pedroso, L.M.
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 15.03.2008
Elsevier
Subjects
Exact sciences and technology
Mathematical analysis
Mathematics
Matrix exponential
Multiple integrals
Numerical analysis
Numerical analysis. Scientific computation
Numerical approximation
Ordinary differential equations
Sciences and techniques of general use
Multiple integrals
15A15
65F30
Matrix exponential
Numerical approximation
Numerical analysis
Numerical integration
15A15;65F30
Differential equation
Applied mathematics
Multiple integral
Numerical method
Algorithm
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Summary:In this paper, a generalization of a formula proposed by Van Loan [Computing integrals involving the matrix exponential, IEEE Trans. Automat. Control 23 (1978) 395–404] for the computation of multiple integrals of exponential matrices is introduced. In this way, the numerical evaluation of such integrals is reduced to the use of a conventional algorithm to compute matrix exponentials. The formula is applied for evaluating some kinds of integrals that frequently emerge in a number classical mathematical subjects in the framework of differential equations, numerical methods and control engineering applications.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2007.01.007