Verification of a numerical solution to a collocation problem

Hjortur Bjornsson, Sigurdur Hafstein

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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.

Original languageEnglish
Title of host publicationICINCO 2018 - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics
EditorsKurosh Madani, Oleg Gusikhin
PublisherSciTePress
Pages587-594
Number of pages8
ISBN (Electronic)9789897583216
DOIs
Publication statusPublished - 2018
Event15th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2018 - Porto, Portugal
Duration: 29 Jul 201831 Jul 2018

Publication series

NameICINCO 2018 - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics
Volume1

Conference

Conference15th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2018
Country/TerritoryPortugal
CityPorto
Period29/07/1831/07/18

Bibliographical note

Publisher Copyright: Copyright © 2018 by SCITEPRESS – Science and Technology Publications, Lda. All rights reserved

Other keywords

  • Lyapunov Function
  • Numerical Computation
  • Radial Basis Functions

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