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Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005500
URN to cite this document: urn:nbn:de:bvb:703-epub-5500-5

Title data

Grüne, Lars ; Kloeden, Peter E.:
Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems.
Bayreuth , 2002

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Abstract

We extend a systematic method for the derivation of high order schemes for affinely controlled nonlinear systems (see here) to a larger class of systems in which the control variables are allowed to appear nonlinearly in multiplicative terms. Using an adaptation of the stochastic Taylor expansion to control systems we construct Taylor schemes of arbitrary high order and indicate how derivative free Runge-Kutta type schemes can be obtained.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: Dimov, Ivan ; Lirkov, Ivan ; Margenov, Svetozar ; Zlatev, Zahari (Hrsg.): Numerical Methods and Applications : 5th International Conference, NMA 2002 Borovets, Bulgaria, August 20–24, 2002 ; Revised Papers. - Berlin ; Heidelberg : Springer , 2003 . - S. 213-220; https://doi.org/10.1007/3-540-36487-0_23
Keywords: nonlinear control systems; Taylor expansion; Taylor schemes; Runge-Kutta type
schemes
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5500-5
Date Deposited: 12 May 2021 11:13
Last Modified: 21 Jun 2021 09:00
URI: https://epub.uni-bayreuth.de/id/eprint/5500

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