Convergence of the backward Euler scheme for the operator-valued Riccati differential equation with semi-definite data

DOI10.3934/eect.2019017zbMath1476.65151arXiv1803.11152MaRDI QIDQ2327316

Volker Mehrmann, Etienne Emmrich, Monika Eisenmann

Publication date: 14 October 2019

Published in: Evolution Equations and Control Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.11152

zbMATH Keywords

convergence; weak solution; well-posedness; backward Euler method; Riccati differential equation; Hilbert-Schmidt operator; semi-definite data

Mathematics Subject Classification ID

65L20: Stability and convergence of numerical methods for ordinary differential equations

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L12: Finite difference and finite volume methods for ordinary differential equations