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【学术报告】Low-rank exponential integrators for stiff differential Riccati equations

时间:2026-10-16

报告人:陈浩(重庆师范大学)

报告时间:2026年10月17日(星期六)19:00-22:00

报告地点:腾讯会议:466 787 188

报告摘要:Exponential integrators are an efficient alternative to implicit schemes for the time integration of stiff system of differential equations. In this talk, low-rank exponential integrators of orders one and two for stiff differential Riccati equations are proposed and investigated. The error estimates of the proposed schemes are established. The proposed approach allows to overcome the main difficulties that lay in the interplay of time integration and low-rank approximation in the numerical schemes, which is uncommon in standard discretization of differential equations. Results of numerical experiments demonstrate the validity of the convergence analysis and show the performance of the proposed low-rank approximations with different settings.

报告人简介:陈浩,重庆师范大学数学科学学院教授、硕士生导师,中国仿真算法专业委员会委员。主要从事微分方程数值解及数值线性代数研究,主持过国家自然科学基金及省级科研项目多项。 在《SIAM. J. Sci. Comput.》、《J. Comput. Phys.》、 《J. Sci. Comput.》等计算数学重要刊物上发表科研论文多篇。

邀请人:李东方


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