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math.NA2026
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…
math.NA2025
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…