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math.NA2018★ 2 cited
Numerical methods for differential linear matrix equations via Krylov subspace methods
M. Hached, K. Jbilou
In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we d…
math.NA2018★ 1 cited
Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory
V. Angelova, M. Hached, K. Jbilou
In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications…