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A Multi-Grid Method for Generalized Lyapunov EquationsPenzl, Thilo 07 September 2005 (has links)
We present a multi-grid method for a class of
structured generalized Lyapunov matrix equations.
Such equations need to be solved in each step of
the Newton method for algebraic Riccati equations,
which arise from linear-quadratic optimal control
problems governed by partial differential equations.
We prove the rate of convergence of the two-grid
method to be bounded independent of the dimension
of the problem under certain assumptions.
The multi-grid method is based on matrix-matrix
multiplications and thus it offers a great
potential for a parallelization. The efficiency
of the method is demonstrated by numerical
experiments.
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The Geometry of the Milnor Number / Die Geometrie der MilnorzahlSzawlowski, Adrian 19 April 2012 (has links)
No description available.
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