Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations

Local spectral properties of linear operators (47A11) Linear-quadratic optimal control problems (49N10) Equations involving linear operators, with operator unknowns (47A62)

Cites Work

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Cited In (12)

High order approximations of the operator Lyapunov equation have low rank
Convergence of a low-rank Lie-Trotter splitting for stiff matrix differential equations
Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
Order reduction methods for solving large-scale differential matrix Riccati equations
Decay of singular values for infinite-dimensional systems with Gevrey regularity
Solving differential Riccati equations: a nonlinear space-time method using tensor trains
Exponential integrators for large-scale stiff Riccati differential equations
Positivity preserving exponential integrators for differential Riccati equations
Modified Douglas splitting method for differential matrix equations
A low-rank solution method for Riccati equations with indefinite quadratic terms
Singular value decay of operator-valued differential Lyapunov and Riccati equations

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