Tag Archives: linear multistep methods

Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems

with Michael Herty, Lorenzo Pareschi (23/07/2018, arxiv.1807.08547) We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of accuracy … Continue reading

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