Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641907 | Journal of Computational and Applied Mathematics | 2008 | 6 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
F. Carbonell, J.C. Jímenez, L.M. Pedroso,