On the numerical solution of large-scale sparse discrete-time Riccati equations.
Peter BennerHeike FaßbenderPublished in: Adv. Comput. Math. (2011)
Keyphrases
- numerical solution
- differential equations
- partial differential equations
- nonlinear equations
- finite difference
- boundary value problem
- finite element
- ordinary differential equations
- exact solution
- hamilton jacobi
- numerical methods
- difference equations
- finite element method
- linear systems
- curve evolution
- object recognition
- dynamical systems