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On projection methods for large-scale Riccati equations Simoncini, Valeria Dec 6, 2018

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Title On projection methods for large-scale Riccati equations
Creator Simoncini, Valeria
Publisher Banff International Research Station for Mathematical Innovation and Discovery
Date Issued 2018-12-06T09:37
Description In the numerical solution of the algebraic Riccati equation $A^* X + XA â XBB^â X + C^â C = 0$, where $A$ is large, sparse and stable, and $B$, $C$ have low rank, projection methods have recently emerged as a possible alternative to the more established Newton-Kleinman iteration. A robust implementation of these methods opens to new questions on the use of dissipativity properties of the given matrix $A$. In this talk we briefly discuss the algorithmic aspects of projection methods, together with some new hypotheses that ensure their well posedness. If time allows, considerations on the differential Riccati equation will be included.
Extent 30.0
Subject Mathematics
Numerical analysis
Partial differential equations
Scientific computing
Geographic Location Banff (Alta.)
Type Moving Image
FileFormat video/mp4
Language eng
Notes Author affiliation: Universita' di Bologna
Series BIRS Workshop Lecture Videos (Banff, Alta)
Date Available 2019-06-05
Provider Vancouver : University of British Columbia Library
Rights Attribution-NonCommercial-NoDerivatives 4.0 International
DOI 10.14288/1.0379282
URI http://hdl.handle.net/2429/70505
Affiliation Non UBC
Peer Review Status Unreviewed
Scholarly Level Faculty
Rights URI http://creativecommons.org/licenses/by-nc-nd/4.0/
AggregatedSourceRepository DSpace

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48630-201812060937-Simoncini_lrv.mp4 [ 93.89MB ]
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