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math.NA2018
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…
math.OC2018
Singular value decay of operator-valued differential Lyapunov and Riccati equations
Tony Stillfjord
We consider operator-valued differential Lyapunov and Riccati equations, where the operators and may be relatively unbounded with respect to (in the standard notation).…