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• W2883355160 abstract "We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type schemes, a reformulation capable of avoiding a number of Jacobian applications is developed that, in the autonomous case, reduces the computational complexity of the algorithms. Dealing with large-scale problems, an efficient implementation based on low-rank symmetric indefinite factorizations is presented. The performance of both peer approaches up to order 4 is compared to existing implicit time integration schemes for matrix-valued differential equations." @default.
• W2883355160 created "2018-08-03" @default.
• W2883355160 creator A5060985095 @default.
• W2883355160 creator A5068300430 @default.
• W2883355160 date "2018-07-25" @default.
• W2883355160 modified "2023-09-27" @default.
• W2883355160 title "Peer Methods for the Solution of Large-Scale Differential Matrix Equations" @default.
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