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Krylov projection methods for linear Hamiltonian systems

  • Lu LiEmail author
  • Elena Celledoni
Original Paper

Abstract

We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy-preservation. We discuss the connection to structure preserving model reduction. We illustrate the performance of the methods by applying them to Hamiltonian PDEs.

Keywords

Hamiltonian Energy-preserving Krylov Model reduction 

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Notes

Acknowledgment

The second author would like to thank Dr. Long Pei for the helpful discussions and suggestions on previous versions of this paper. We are grateful to the anonymous referees for many useful comments.

Funding information

This work was supported by the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie, grant agreement No. 691070.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Mathematical SciencesNTNUTrondheimNorway

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