报告人 ：陈浩（重庆师范大学数学科学学院  副教授）

报告人简介:陈 浩，毕业于37000cm威尼斯，获理学博士学位， 现为重庆师范大学数学科学学院副教授，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，在《J. Comput. Phys.》、 《Numer. Linear. Alge. Appl.》、 《BIT Numer. Math.》等计算数学重要刊物上发表科研论文20余篇。

报告题目：

Modified Douglas splitting method for differential matrix equations

摘要：

  In this talk, we consider a modified Douglas splitting method for a class of differential matrix equations, including differential Lyapunov and differential Riccati equations. The method we consider is based on a natural three-term splitting of the equations. The implementation of the algorithm requires only the solution of a linear algebraic system with multiple right-hand sides in each time step. It is proved that the method is convergent of order two and it preserves the symmetry and positive semidefiniteness of solutions of differential Lyapunov equations. Moreover, we show how the method can be handled in a low-rank setting for large-scale computations. We also provide a theoretical a priori error analysis for the low-rank algorithms. Numerical results are presented to verify the theoretical analysis.

报告时间:2020年11月3日18:30-20:30

报告地点: 腾讯会议ID：434 672 1949