Numerical low-rank approximation of matrix differential equations

Article

Abstract: The efficient numerical integration of large-scale matrix differential equations is a topical proble

Palabras claves:

Differential Lyapunov equations, Differential Riccati equations, Dynamical low-rank approximation, El Niño simulation, Linear quadratic regulator problem, Splitting integrators

Autores:

Hermann Mena, Lena Maria Pfurtscheller, Ostermann A., Piazzola C.

Fuentes:

scopus