Matrix Pdf 174589 | Publ3 Item Download 2023-01-27 23-58-09

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File: Matrix Pdf 174589 | Publ3 Item Download 2023-01-27 23-58-09

convergenceanalysisforsplittingoftheabstract differential riccati equation eskil hansen and tony stillfjord abstract we consider a splitting based approximation of the abstract dierential riccati equation in the setting of hilbert schmidt operators the ...

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...Convergenceanalysisforsplittingoftheabstract differential riccati equation eskil hansen and tony stillfjord abstract we consider a splitting based approximation of the dierential in setting hilbert schmidt operators arises many dierent areas is important within eld optimal control this paper conduct temporal error analysis prove that method converges with same order as implicit euler scheme under low regularity requirements on initial values for subsequent spatial discretization also yields uniform bounds respect to parameter discretizations commonly lead large scale problems where use structural properties solution essential therefore conclude by proving preserves rank structure matrix valued case numerical results demonstrate validity convergence key words ap proximation amssubject classications m h introduction p t q semi linear operator evolution are given prototypical would be an elliptic example two applications quadratic regulator stochastic ltering former one aims steer x ax de...

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Posted on: 27 Jan 2023 | 2 years ago
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