演講公告

演講主題：Theory and numerics of M-matrix algebraic Riccati
主講人：郭春華教授 (加拿大里賈納大學)
演講日期：2015年10月13日(星期二) 14:00 - 15:00
演講地點：(光復校區) 科學一館223室
茶會時間：當天下午1:30 (科學一館205室)
摘要內容：
We consider the algebraic Riccati equation for which the four coe_cient matrices form an M-matrix. Algebraic Riccati equations of this type appear in applied probability and transport theory. The minimal nonnegative solutions of such equations are of practical interest. In this talk we will give an overview of available theoretical results for such equations. These results are instructive in the design and analysis of numerical methods for computing the minimal nonnegative solution. We will also present a recent result on the corresponding matrix Riccati di_erential equation. Most of the research on this topic has been done under the assumption that the M-matrix is non-singular, or singular and irreducible. In this talk we will also present some recent results that allow the M-matrix to be singular and reducible.

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