Exponential integrators for large-scale stiff Riccati differential equations
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Publication:2226288
Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cites work
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- Expokit
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- Exponential Rosenbrock-Type Methods
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- scientific article; zbMATH DE number 41473 (Why is no real title available?)
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- Matrix Riccati equations in control and systems theory
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- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- Numerical low-rank approximation of matrix differential equations
- Numerical Methods for Ordinary Differential Equations
- Numerical solutions to large-scale differential Lyapunov matrix equations
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Cited in
(7)- Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
- Flexible exponential integration methods for large systems of differential equations
- Efficient matrix-valued algorithms for solving stiff Riccati differential equations
- Positivity preserving exponential integrators for differential Riccati equations
- Low-rank exponential integrators for stiff differential Riccati equations
- Efficient third-order tensor-oriented directional splitting for exponential integrators
- Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
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