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• W2947149052 abstract "We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming low-rank approximations to the sought after solution at selected timesteps. We show that great computational and memory savings are obtained by a reduction process onto rational Krylov subspaces, as opposed to current approaches. By specifically addressing the solution of the reduced differential equation and reliable stopping criteria, we are able to obtain accurate final approximations at low memory and computational requirements. This is obtained by employing a two-phase strategy that separately enhances the accuracy of the algebraic approximation and the time integration. The new method allows us to numerically solve much larger problems than in the current literature. Numerical experiments on benchmark problems illustrate the effectiveness of the procedure with respect to existing solvers." @default.
• W2947149052 created "2019-06-07" @default.
• W2947149052 creator A5026397978 @default.
• W2947149052 creator A5081841768 @default.
• W2947149052 date "2019-05-28" @default.
• W2947149052 modified "2023-09-27" @default.
• W2947149052 title "Order reduction methods for solving large-scale differential matrix Riccati equations" @default.
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• W2947149052 hasPublicationYear "2019" @default.
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