Numerical low-rank approximation of matrix differential equations (Q1636807)

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Numerical low-rank approximation of matrix differential equations
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    Numerical low-rank approximation of matrix differential equations (English)
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    12 June 2018
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    dynamical low-rank approximation
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    differential Lyapunov equations
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    differential Riccati equations
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    linear quadratic regulator problem
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    splitting integrators
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    El Niño simulation
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