Adaptive high-order splitting schemes for large-scale differential Riccati equations
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Publication:1656663
DOI10.1007/S11075-017-0416-8zbMath1404.65060arXiv1612.00677OpenAlexW3104254611WikidataQ59612409 ScholiaQ59612409MaRDI QIDQ1656663
Publication date: 10 August 2018
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.00677
Matrix equations and identities (15A24) Numerical methods for initial value problems involving ordinary differential equations (65L05) Large-scale systems (93A15)
Related Items (13)
Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems ⋮ Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems ⋮ Positivity preserving exponential integrators for differential Riccati equations ⋮ Analysis of Krylov subspace approximation to large-scale differential Riccati equations ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations ⋮ GPU acceleration of splitting schemes applied to differential matrix equations ⋮ Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations ⋮ Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators ⋮ Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction
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