Modified Douglas splitting method for differential matrix equations
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Cites work
- A general formulation of alternating direction methods. I: Parabolic and hyperbolic problems
- Accuracy and stability of splitting with stabilizing corrections
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- Alternating direction methods for three space variables
- Approximation of Large-Scale Dynamical Systems
- Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix
- Computational Methods for Linear Matrix Equations
- Computing a nearest symmetric positive semidefinite matrix
- Convergence Analysis for Splitting of the Abstract Differential Riccati Equation
- Convergence of a low-rank Lie-Trotter splitting for stiff matrix differential equations
- Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
- Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 534891 (Why is no real title available?)
- scientific article; zbMATH DE number 1967777 (Why is no real title available?)
- scientific article; zbMATH DE number 1538377 (Why is no real title available?)
- Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
- Matrix Riccati equations in control and systems theory
- Modified Douglas splitting methods for reaction-diffusion equations
- Multiscale differential Riccati equations for linear quadratic regulator problems
- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- Numerical low-rank approximation of matrix differential equations
- Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
- On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
- On the decay rate of Hankel singular values and related issues
- Positive definiteness in the numerical solution of Riccati differential equations
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Remarks on the time-varying \(H_{\infty}\) Riccati equations.
- Rosenbrock Methods for Solving Riccati Differential Equations
- Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
Cited in
(7)- Modified ROW methods for stiff problems
- Numerical low-rank approximation of matrix differential equations
- GPU acceleration of splitting schemes applied to differential matrix equations
- Convergence of a low-rank Lie-Trotter splitting for stiff matrix differential equations
- Positivity preserving exponential integrators for differential Riccati equations
- Numerical method for solving large-scale differential differential T-Sylvester and nonsymmetric T-Riccati matrix equations
- Low-rank exponential integrators for stiff differential Riccati equations
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