Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations (Q5232313)

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scientific article; zbMATH DE number 7100367
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Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations
scientific article; zbMATH DE number 7100367

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    Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations (English)
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    2 September 2019
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    matrix differential equation
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    differential Lyapunov equation
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    differential Riccati equation
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    dynamical low-rank approximation
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    low-rank splitting
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