Deutsch Intern
Scientific Computing

Seminar Scientific Computing (Prof. Hao Chen)

Differential Riccati equations play a crucial role in optimal control and estimation theory
Date: 07/24/2023, 2:15 PM - 2:15 PM
Category: Veranstaltung
Location: Hubland Nord, Geb. 30, 30.02.003
Organizer: Lehrstuhl für Mathematik IX (Wissenschaftliches Rechnen)
Speaker: Prof. Dr. Hao Chen


The solution of differential Riccati e quation i s u sually s ymmetric a nd p ositive s emidefinite and
exhibits low-rank structure. The Lindblad equation is a widely used quantum master equation to
approximate the dynamical evolution of the open quantum systems. The solution of the Lindblad
equation possesses positivity and trace preserving properties. Since the solution matrices of these
differential matrix equations have certain mathematical properties, the numerical methods applied
should be designed to preserve those properties, this is a crucial issue in long-term simulations.

In this talk, I will report our very recent results on structure preserving exponential schemes for
the above two differential matrix equations.

The speaker will present his lecture online.
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All Lectures in the seminar scientific computing