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math.NA2017★ 12 cited
Multiscale differential Riccati equations for linear quadratic regulator problems
Axel Målqvist, Anna Persson, Tony Stillfjord
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multi…
math.NA2017
Numerical homogenization of elliptic PDEs with similar coefficients
Fredrik Hellman, Axel Målqvist
We consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting s…