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.

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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