Nov 6 – 8, 2019
MPI Magdeburg
Europe/Berlin timezone

Order reduction methods for solving large-scale differential matrix Riccati equations

Nov 7, 2019, 11:10 AM
25m
Prigogine (MPI Magdeburg)

Prigogine

MPI Magdeburg

MPI for Dynamics of Complex Technical Systems Sandtorstr. 1 39106 Magdeburg
Talk Talks Day II

Speaker

Gerhard Kirsten ( Alma Mater Studiorum, Universita’ di Bologna)

Description

We consider the numerical solution of large-scale, differential matrix Riccati equations (DRE). Projection methods have recently arisen as a promising class of solution strategies. Existing approaches in this class focus on polynomial or extended Krylov subspaces as approximation space. We show that great computational and memory advantages are obtained with fully rational Krylov subspaces and we discuss several crucial issues such as efficient time stepping and stopping criteria. Numerical experiments illustrate the procedure's effectiveness.

Primary author

Gerhard Kirsten ( Alma Mater Studiorum, Universita’ di Bologna)

Co-author

Valeria Simoncini (Alma Mater Studiorum, Universita' di Bologna)

Presentation materials

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