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  • Search: subject:"Partitioned Runge–Kutta methods"
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Exponential Lawson schemes 1 Optimal growth models 1 Partitioned Runge–Kutta methods 1
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Diele, F. 1 Marangi, C. 1 Ragni, S. 1
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Mathematics and Computers in Simulation (MATCOM) 1
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Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
Diele, F.; Marangi, C.; Ragni, S. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 5, pp. 1057-1067
We are concerned with the discretization of optimal control problems when a Runge–Kutta scheme is selected for the related Hamiltonian system. It is known that Lagrangian’s first order conditions on the discrete model, require a symplectic partitioned Runge–Kutta scheme for state–costate...
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