Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory

DOI10.1002/NLA.2272zbMath1463.65087arXiv1801.01291OpenAlexW2982924606WikidataQ114696220 ScholiaQ114696220MaRDI QIDQ5218983

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Publication date: 6 March 2020

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.01291

zbMATH Keywords

transport theorylow-rank approximationdifferential Riccati equationextended block Arnoldi

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical methods for matrix equations (65F45)

Related Items (4)

Two-parameters numerical methods of the non-symmetric algebraic Riccati equation ⋮ Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators

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