20 citations · 48 across the 14 of their papers we have counts for
7 papers · 1 filter
Convergence analysis of a full discretization of operator-valued differential Riccati equations
Eskil Hansen, Tony Stillfjord, Teodor Åberg
In recent previous work [E. Hansen, T. Stillfjord and T. Åberg, SIAM J. Numer. Anal., to appear], we analyzed the convergence of operator splitting methods applied to operator-valu…
Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
Eskil Hansen, Tony Stillfjord, Teodor Åberg
Differential Riccati equations (DREs) are semilinear matrix- or operator-valued differential equations with quadratic non-linearities. They arise in many different areas, and are p…
A randomized operator splitting scheme inspired by stochastic optimization methods
Monika Eisenmann, Tony Stillfjord
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination…
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
Peter Benner, Tony Stillfjord, Christoph Trautwein
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This invol…
GPU acceleration of splitting schemes applied to differential matrix equations
Hermann Mena, Lena-Maria Pfurtscheller, Tony Stillfjord
We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the fiel…
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…
Finite element convergence analysis for the thermoviscoelastic Joule heating problem
Axel Målqvist, Tony Stillfjord
We consider a system of equations that model the temperature, electric potential and deformation of a thermoviscoelastic body. A typical application is a thermistor; an electrical…