4.7 Article

Fast Chebyshev-polynomial method for simulating the time evolution of linear dynamical systems

Journal

PHYSICAL REVIEW E
Volume 63, Issue 5, Pages -

Publisher

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.63.056706

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We present a fast method for simulating the time evolution of any linear dynamical system possessing eigenmodes. This method does not require an explicit calculation of the eigenvectors and eigenfrequencies, and is based on a Chebyshev polynomial expansion of the formal operator matrix solution in the eigenfrequency domain. It does not suffer from the limitations of ordinary time-integration methods, and can be made accurate to almost machine precision. Among its possible applications are harmonic classical mechanical systems, quantum diffusion, and stochastic transport theory. An example of its use is given for the problem of vibrational wave-packet propagation in a disordered lattice.

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