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Higher order numerical schemes for affinely controlled nonlinear systems

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005488
URN to cite this document: urn:nbn:de:bvb:703-epub-5488-6

Title data

Grüne, Lars ; Kloeden, Peter E.:
Higher order numerical schemes for affinely controlled nonlinear systems.
Bayreuth , 2000

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Abstract

A systematic method for the derivation of high order schemes for affinely controlled nonlinear systems is developed. Using an adaptation of the stochastic Taylor expansion for control systems we construct Taylor schemes of arbitrary high order and indicate how derivative free Runge-Kutta type schemes can be obtained. Furthermore an approximation technique for the multiple control integrals appearing in the schemes is proposed.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Numerische Mathematik. Bd. 89 (Oktober 2001) Heft 4 . - S. 669-690
Keywords: Affinely controlled nonlinear systems; Stochastic Taylor expansion; Fliess expansion; Numerical Taylor schemes; Runge-Kutta 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-5488-6
Date Deposited: 11 May 2021 11:39
Last Modified: 11 May 2021 11:39
URI: https://epub.uni-bayreuth.de/id/eprint/5488
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