Verification of a Numerical Solution to a Collocation Problem

Hjortur Bjornsson; Sigurdur Hafstein

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Paper

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, 587-594, 2018 , Porto, Portugal

Authors: Hjortur Bjornsson and Sigurdur Hafstein

Affiliation: Science Institute and Faculty of Physical Sciences, University of Iceland, Dunhagi 5, 107 Reykjavík and Iceland

Keyword(s): Numerical Computation, Lyapunov Function, Radial Basis Functions.

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 several formats:

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; ISSN 2184-2809, SciTePress, pages 587-594. DOI: 10.5220/0006945405870594

@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},
issn={2184-2809},
}

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
IS - 2184-2809
AU - Bjornsson, H.
AU - Hafstein, S.
PY - 2018
SP - 587
EP - 594
DO - 10.5220/0006945405870594
PB - SciTePress