Numerical low-rank approximation of matrix differential equations

DOI10.1016/j.cam.2018.01.035zbMath1432.65090arXiv1705.10175OpenAlexW2963168700MaRDI QIDQ1636807

Hermann Mena, Alexander Ostermann, Chiara Piazzola, Lena-Maria Pfurtscheller

Publication date: 12 June 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.10175

zbMATH Keywords

splitting integratorsdynamical low-rank approximationdifferential Riccati equationslinear quadratic regulator problemdifferential Lyapunov equationsEl Niño simulation

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical methods for matrix equations (65F45)

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Uses Software

• LYAPACK

Cites Work

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