A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

P Benner, Z Bujanovic, P Kurschner, J Saak - SIAM Journal on Scientific …, 2020 - SIAM
In this paper, we discuss numerical methods for solving large-scale continuous-time
algebraic Riccati equations. These methods have been the focus of intensive research in …

RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

P Benner, Z Bujanović, P Kürschner, J Saak - Numerische Mathematik, 2018 - Springer
This paper introduces a new algorithm for solving large-scale continuous-time algebraic
Riccati equations (CARE). The advantage of the new algorithm is in its immediate and …

Mass-, and Energy Preserving Schemes with Arbitrarily High Order for the Klein–Gordon–Schrödinger Equations

Y Fu, X Gu, Y Wang, W Cai - Journal of Scientific Computing, 2023 - Springer
We present a class of arbitrarily high-order conservative schemes for the Klein–Gordon
Schrödinger equations. These schemes combine the symplectic Runge–Kutta method with …

A simplified approach to Fiedler-like pencils via block minimal bases pencils

MI Bueno, FM Dopico, J Pérez, R Saavedra… - Linear Algebra and its …, 2018 - Elsevier
The standard way of solving the polynomial eigenvalue problem associated with a matrix
polynomial is to embed the matrix coefficients of the polynomial into a matrix pencil …

[HTML][HTML] Krylov subspace-based model reduction for a class of bilinear descriptor systems

MI Ahmad, P Benner, P Goyal - Journal of Computational and Applied …, 2017 - Elsevier
We consider model order reduction for bilinear descriptor systems using an interpolatory
projection framework. Such nonlinear descriptor systems can be represented by a series of …

Structured backward error analysis of linearized structured polynomial eigenvalue problems

F Dopico, J Pérez, P Van Dooren - Mathematics of Computation, 2019 - ams.org
We start by introducing a new class of structured matrix polynomials, namely, the class of
$\mathbf {M} _A $-structured matrix polynomials, to provide a common framework for many …

Controlling the equilibria of nonlinear stochastic systems based on noisy data

I Bashkirtseva, L Ryashko, G Chen - Journal of the Franklin Institute, 2017 - Elsevier
For controlling an equilibrium of a nonlinear stochastic system, the problem of stabilization
and synthesis with a required dispersion is studied. This problem is solved for the case …

A reduced basis approach for calculation of the Bethe–Salpeter excitation energies by using low-rank tensor factorisations

P Benner, V Khoromskaia, BN Khoromskij - Molecular Physics, 2016 - Taylor & Francis
ABSTRACT The Bethe–Salpeter equation (BSE) is a reliable model for estimating the
absorption spectra in molecules and solids on the basis of accurate calculation of the …

THE ALTERNATING DIRECTION METHODS FOR SOLVING THE SYLVESTER-TYPE MATRIX EQUATION AX B + CX D = E

Y Ke, C Ma - Journal of Computational Mathematics, 2017 - JSTOR
In this paper, we present two alternating direction methods for the solution and best
approximate solution of the Sylvester-type matrix equation AX B+ CX⊤ D= E arising in the …

Convergence analysis on matrix splitting iteration algorithm for semidefinite linear complementarity problems

YF Ke - Numerical Algorithms, 2021 - Springer
In this paper, we present some novel observations for the semidefinite linear
complementarity problems, abbreviated as SDLCPs. Based on these new results, we …