The full discretization of operator-valued differential Riccati equations via finite elements in space and Lie splitting in time converges at order one in time and order two in space, up to logarithmic factors.
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Convergence analysis of a full discretization of operator-valued differential Riccati equations
The full discretization of operator-valued differential Riccati equations via finite elements in space and Lie splitting in time converges at order one in time and order two in space, up to logarithmic factors.