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Computational methods for large-scale matrix equations and application to PDEs

By Valeria Simoncini

Appears in collection : Parallel Solution Methods for Systems Arising from PDEs / Méthodes parallèles pour la résolution de systèmes issus d'équations aux dérivées partielles

Linear matrix equations such as the Lyapunov and Sylvester equations and their generalizations have classically played an important role in the analysis of dynamical systems, in control theory and in eigenvalue computation. More recently, matrix equations have emerged as a natural linear algebra framework for the discretized version of (systems of) partial differential equations (PDEs), possibly evolving in time. In this new framework, new challenges have arisen. In this talk we review some of the key methodologies for solving large scale linear and quadratic matrix equations. We will also discuss recent matrix-based strategies for the numerical solution of time-dependent problems arising in control and in the analysis of spatial pattern formations in certain electrodeposition models.

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Citation data

  • DOI 10.24350/CIRM.V.19561403
  • Cite this video Simoncini Valeria (9/19/19). Computational methods for large-scale matrix equations and application to PDEs. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19561403
  • URL https://dx.doi.org/10.24350/CIRM.V.19561403


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