Exponential of tridiagonal Toeplitz matrices: applications and generalization (2011.02295v1)

Abstract: In this paper, an approximate method is presented for computing exponential of tridiagonal Toeplitz matrices. The method is based on approximating elements of the exponential matrix with modified Bessel functions of the first kind in certain values and accordingly the exponential matrix is decomposed as subtraction of a symmetric Toeplitz and a persymmetric Hankel matrix with no need for the matrix multiplication. Also, the matrix is approximated by a band matrix and an error analysis is provided to validate the method. Generalizations for finding exponential of block Toeplitz tridiagonal matrices and some other related matrix functions are derived. Applications of the new idea for solving one and two dimensions heat equations are presented and the stability of resulting schemes is investigated. Numerical illustrations show the efficiency of the new methods.