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
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 |
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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 |