Exponential integrators for differential Riccati equations

主讲人：陈浩

摘要：Differential Riccati equations play a crucial role in optimal control and estimation theory. The solution of differential Riccati equation is usually symmetric and positive semidefinite and exhibits low-rank structure. Since the solution matrices of the differential matrix Riccati equations have these mathematical properties, the numerical methods applied should be designed to preserve those properties, this is a crucial issue in long-term simulations. In this talk,  I will report our very recent results on structure preserving exponential schemes for differential matrix Riccati equations.

主讲人简介：陈 浩，2012年毕业于华中科技大学数学与统计学院，获理学博士学位，现为重庆师范大学数学科学学院教授。主要从事微分方程数值解研究， 主持过国家自然科学基金及省级科研项目，在《J.Comput. Phys.》、《J. Sci. Comput.》等计算数学刊物发表科研论文30余篇。

邀请人：李东方

时间：10月13日20:00-22：00