Exponential Time-Stepping Method for Linear Complementarity Systems

• 成果类型: Article
• 署名作者: Wang, Zhengyu
• 署名单位: Nanjing University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2022.3183041
• 发表日期: 2022
• 页码: 5653-5660
• 关键词: convergence; Symmetric matrices; ordinary differential equations; optimal control; minimization; interpolation; ear; Exponential time-stepping method; linear complementarity system (LCS); P-matrix; regularization

摘要

Linear complementarity system (LCS) consists of an ordinary differential equation (ODE) and a linear complementarity problem (LCP). In this article, we propose an exponential time-stepping method for solving LCS, which uses exponential integrator to discretize the ODE and solves the LCPs at the discrete time points. Numerical results are reported for illustrating its good performance.