Higher order numerical schemes for affinely controlled nonlinear systems
نویسندگان
چکیده
A systematic method for the derivation of high order schemes for affinely controlled nonlinear systems is developed. Using an adaptation of the stochastic Taylor expansion for control systems we construct Taylor schemes of arbitrary high order and indicate how derivative free Runge-Kutta type schemes can be obtained. Furthermore an approximation technique for the multiple control integrals appearing in the schemes is proposed. AMS Subject Classification: 65L05, 93B40
منابع مشابه
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ورودعنوان ژورنال:
- Numerische Mathematik
دوره 89 شماره
صفحات -
تاریخ انتشار 2001