Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Approximate solutions to large nonsymmetric differential Riccati
  problems with applications to transport theory   In the present paper, we consider large scale nonsymmetric differential
matrix Riccati equations with low rank right hand sides. These matrix equations
appear in many applications such as control theory, transport theory, applied
probability and others. We show how to apply Krylov-type methods such as the
extended block Arnoldi algorithm to get low rank approximate solutions. The
initial problem is projected onto small subspaces to get low dimensional
nonsymmetric differential equations that are solved using the exponential
approximation or via other integration schemes such as Backward Differentiation
Formula (BDF) or Rosenbrok method. We also show how these technique could be
easily used to solve some problems from the well known transport equation. Some
numerical experiments are given to illustrate the application of the proposed
methods to large-scale problems

0
The categories of this paper are: hep-ph
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
31
The categories of this paper are: ao-sci
21
The categories of this paper are: adap-org
2
The categories of this paper are: math
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
6
The categories of this paper are: astro-ph
15
The categories of this paper are: nucl-ex
19
The categories of this paper are: eess