Media type: E-Article Title: Solving Differential Matrix Equations using Parareal Contributor: Köhler, Martin; Lang, Norman; Saak, Jens imprint: Wiley, 2016 Published in: PAMM Language: English DOI: 10.1002/pamm.201610412 ISSN: 1617-7061 Keywords: General Medicine Origination: Footnote: Description: <jats:title>Abstract</jats:title><jats:p>Differential matrix equations appear in many applications like optimal control of partial differential equations, balanced truncation model order reduction of linear time varying systems and many more. Here, we will focus on differential Riccati equations (DRE). Solving such matrix‐valued ordinary differential equations (ODE) is a highly time consuming process. We present a Parareal based algorithm applied to Rosenbrock methods for the solution of the matrix‐valued differential Riccati equations. Considering problems of moderate size, direct matrix equation solvers for the solution of the algebraic Lyapunov equations arising inside the time intgration methods are used. (© 2016 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)</jats:p> Access State: Open Access