This is a preview. Log in through your library . Abstract A distribution G on (0, ∞) is called matrix-exponential if the density has the form $\boldsymbol{\alpha}\mathbf{\mathit{e}}^{{\bf T}z}$ s ...

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...

Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

A recent paper set the fastest record for multiplying two matrices. But it also marks the end of the line for a method researchers have relied on for decades to make improvements. For computer ...