Abstract

Many situations, as for example within the context of Fractional Calculus theory, require computing the Mittag–Leffler (ML) function with matrix arguments. In this paper, we collect theoretical properties of the matrix ML function. Moreover, we describe the available numerical methods aimed at this purpose by stressing advantages and weaknesses.

Highlights

  • The Mittag–Leffler (ML) function has earned the title of “Queen function of fractional calculus” [1,2,3] for the fundamental role it plays within this subject

  • It becomes clear that the difficult goal of settling the best numerical method for the exponential function becomes even more tough when treating the matrix ML function. In this case, we can affirm that a top-ranked method exists; it was recently proposed [18] and is based on the combination of the Schur–Parlett method [19] and the Optimal Parabolic Contour (OPC) method

  • [4] for the scalar ML function and its derivative. This method starts from a Schur decomposition, with reordering and blocking, of the matrix argument and applies the Parlett’s recurrence to compute the function in the triangular factor

Read more

Summary

Introduction

The Mittag–Leffler (ML) function has earned the title of “Queen function of fractional calculus” [1,2,3] for the fundamental role it plays within this subject. An analog of this strategy for the ML function presents more difficulties since it can be regarded as a solution of the more involved FDEs. It becomes clear that the difficult goal of settling the best numerical method for the exponential function becomes even more tough when treating the matrix ML function. In this case, we can affirm that a top-ranked method exists; it was recently proposed [18] and is based on the combination of the Schur–Parlett method [19] and the Optimal Parabolic Contour (OPC) method [4] for the scalar ML function and its derivative Speaking, this method starts from a Schur decomposition, with reordering and blocking, of the matrix argument and applies the Parlett’s recurrence to compute the function in the triangular factor.

The Matrix ML Function
Theoretical Properties of the Matrix ML Function
Series Expansion
Polynomial Methods
The Schur–Parlett Method Combined with the OPC Method
Jordan Canonical Form
Rational Approximations
Conclusions

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.