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