Bounds for integration matrices that arise in Gauss and Radau collocation

Wanchun Chen (), Wenhao Du (), William W. Hager () and Liang Yang ()
Additional contact information
Wanchun Chen: Beihang University
Wenhao Du: Beihang University
William W. Hager: University of Florida
Liang Yang: Beihang University

Computational Optimization and Applications, 2019, vol. 74, issue 1, No 10, 259-273

Abstract: Abstract Bounds are established for integration matrices that arise in the convergence analysis of discrete approximations to optimal control problems based on orthogonal collocation. Weighted Euclidean norm bounds are derived for both Gauss and Radau integration matrices; these weighted norm bounds yield sup-norm bounds in the error analysis.

Keywords: Integration matrix; Differentiation matrix; Gauss quadrature; Radau quadrature; Collocation methods; 33C45; 65L60; 49M25; 47A30 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-019-00099-5

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