dc.contributor.author |
Blanes Zamora, Sergio
|
es_ES |
dc.contributor.author |
Ponsoda Miralles, Enrique
|
es_ES |
dc.date.accessioned |
2017-05-22T17:41:05Z |
|
dc.date.available |
2017-05-22T17:41:05Z |
|
dc.date.issued |
2012-08 |
|
dc.identifier.issn |
0377-0427 |
|
dc.identifier.uri |
http://hdl.handle.net/10251/81587 |
|
dc.description.abstract |
We consider Magnus integrators to solve linear-quadratic N-player differential games.
These problems require to solve, backward in time, non-autonomous matrix Riccati
differential equations which are coupled with the linear differential equations for the
dynamic state of the game, to be integrated forward in time. We analyze different
Magnus integrators which can provide either analytical or numerical approximations to the
equations. They can be considered as time-averaging methods and frequently are used as
exponential integrators. We show that they preserve some of the most relevant qualitative
properties of the solution for the matrix Riccati differential equations as well as for the
remaining equations. The analytical approximations allow us to study the problem in terms
of the parameters involved. Some numerical examples are also considered which show that
exponential methods are, in general, superior to standard methods. |
es_ES |
dc.description.sponsorship |
The authors acknowledge the support of the Generalitat Valenciana through the project GV/2009/032. The work of SB has also been partially supported by Ministerio de Ciencia e Innovacion (Spain) under the coordinated project MTM2010-18246-C03 (co-financed by the ERDF of the European Union) and the work of EP has also been partially supported by Ministerio de Ciencia e Innvacion of Spain, by the project MTM2009-08587. |
en_EN |
dc.language |
Inglés |
es_ES |
dc.publisher |
Elsevier |
es_ES |
dc.relation.ispartof |
Journal of Computational and Applied Mathematics |
es_ES |
dc.rights |
Reserva de todos los derechos |
es_ES |
dc.subject |
Differential games |
es_ES |
dc.subject |
Coupled Riccati differential equations |
es_ES |
dc.subject |
Exponential integrators |
es_ES |
dc.subject.classification |
MATEMATICA APLICADA |
es_ES |
dc.title |
Magnus integrators for solving linear-quadratic differential games |
es_ES |
dc.type |
Artículo |
es_ES |
dc.identifier.doi |
10.1016/j.cam.2012.03.008 |
|
dc.relation.projectID |
info:eu-repo/grantAgreement/Generalitat Valenciana//GV%2F2009%2F032/ES/Desarrollo de integradores geométricos adaptados a ecuaciones diferenciales con diferentes escalas de tiempo/ |
es_ES |
dc.relation.projectID |
info:eu-repo/grantAgreement/MICINN//MTM2010-18246-C03/ |
es_ES |
dc.relation.projectID |
info:eu-repo/grantAgreement/MICINN//MTM2009-08587/ES/Ecuaciones Diferenciales Aleatorias Y Aplicaciones/ |
es_ES |
dc.rights.accessRights |
Abierto |
es_ES |
dc.contributor.affiliation |
Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària |
es_ES |
dc.contributor.affiliation |
Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros de Caminos, Canales y Puertos - Escola Tècnica Superior d'Enginyers de Camins, Canals i Ports |
es_ES |
dc.contributor.affiliation |
Universitat Politècnica de València. Escuela Técnica Superior de Ingeniería del Diseño - Escola Tècnica Superior d'Enginyeria del Disseny |
es_ES |
dc.description.bibliographicCitation |
Blanes Zamora, S.; Ponsoda Miralles, E. (2012). Magnus integrators for solving linear-quadratic differential games. Journal of Computational and Applied Mathematics. 236(14):3394-3408. https://doi.org/10.1016/j.cam.2012.03.008 |
es_ES |
dc.description.accrualMethod |
S |
es_ES |
dc.relation.publisherversion |
http://dx.doi.org/10.1016/j.cam.2012.03.008 |
es_ES |
dc.description.upvformatpinicio |
3394 |
es_ES |
dc.description.upvformatpfin |
3408 |
es_ES |
dc.type.version |
info:eu-repo/semantics/publishedVersion |
es_ES |
dc.description.volume |
236 |
es_ES |
dc.description.issue |
14 |
es_ES |
dc.relation.senia |
231617 |
es_ES |
dc.contributor.funder |
Generalitat Valenciana |
es_ES |
dc.contributor.funder |
Ministerio de Ciencia e Innovación |
es_ES |
dc.contributor.funder |
European Regional Development Fund |
es_ES |