# Verification of a Numerical Solution to a Collocation Problem

### Hjortur Bjornsson, Sigurdur Hafstein

#### Abstract

In a recent method to compute Lyapunov functions for nonlinear stochastic differential equations a subsequent verification of the results is needed. The theory has been developed but there are several practical difficulties in its implementation because of the huge amount of function evaluations needed during verification. We study several different methods and compare their accuracy and efficiency.

Download#### Paper Citation

#### in Harvard Style

Bjornsson H. and Hafstein S. (2018). **Verification of a Numerical Solution to a Collocation Problem**.In *Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: CTDE,* ISBN 978-989-758-321-6, pages 587-594. DOI: 10.5220/0006945405870594

#### in Bibtex Style

@conference{ctde18,

author={Hjortur Bjornsson and Sigurdur Hafstein},

title={Verification of a Numerical Solution to a Collocation Problem},

booktitle={Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: CTDE,},

year={2018},

pages={587-594},

publisher={SciTePress},

organization={INSTICC},

doi={10.5220/0006945405870594},

isbn={978-989-758-321-6},

}

#### in EndNote Style

TY - CONF

JO - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: CTDE,

TI - Verification of a Numerical Solution to a Collocation Problem

SN - 978-989-758-321-6

AU - Bjornsson H.

AU - Hafstein S.

PY - 2018

SP - 587

EP - 594

DO - 10.5220/0006945405870594