Positivity preserving exponential integrators for differential Riccati equations
From MaRDI portal
Publication:6111352
DOI10.1007/s10915-023-02275-6zbMath1517.65058MaRDI QIDQ6111352
No author found.
Publication date: 6 July 2023
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for matrix equations (65F45)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
- An iterative method for the finite-time bilinear-quadratic control problem
- Computing a nearest symmetric positive semidefinite matrix
- Positive definiteness in the numerical solution of Riccati differential equations
- Matrix Riccati equations in control and systems theory
- Numerical low-rank approximation of matrix differential equations
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
- Remarks on the time-varying \(H_{\infty}\) Riccati equations.
- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- Modified Douglas splitting method for differential matrix equations
- On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
- Computing matrix functions
- Exponential integrators
- Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
- Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
- Computational Methods for Linear Matrix Equations
- Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm
- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems
- Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
- Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations
- Convergence Analysis for Splitting of the Abstract Differential Riccati Equation
- Rosenbrock Methods for Solving Riccati Differential Equations
- Functions of Matrices
This page was built for publication: Positivity preserving exponential integrators for differential Riccati equations
