The full discretization of operator-valued differential Riccati equations via finite elements in space and Lie splitting in time converges at order one in time and order two in space, up to logarithmic factors.
Introduction to Infinite-Dimensional Systems Theory: A State-Space Approach
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Convergence analysis of a full discretization of operator-valued differential Riccati equations
The full discretization of operator-valued differential Riccati equations via finite elements in space and Lie splitting in time converges at order one in time and order two in space, up to logarithmic factors.
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