Convergence of the backward Euler scheme for the operator-valued Riccati differential equation with semi-definite data (Q2327316)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of the backward Euler scheme for the operator-valued Riccati differential equation with semi-definite data |
scientific article |
Statements
Convergence of the backward Euler scheme for the operator-valued Riccati differential equation with semi-definite data (English)
0 references
14 October 2019
0 references
Riccati differential equation
0 references
Hilbert-Schmidt operator
0 references
semi-definite data
0 references
weak solution
0 references
well-posedness
0 references
backward Euler method
0 references
convergence
0 references
0 references
0 references
0 references
0 references