Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format (Q3588940)

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Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format
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    Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format (English)
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    10 September 2010
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    data-sparse approximation
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    low-rank approximation
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    multigrid method
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    hierarchical matrices
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    algebraic matrix Riccati equation
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    optimal control
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    algorithm
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    finite element
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    finite difference
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    elliptic PDE
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