Implicit-Explicit Runge-Kutta Schemes for Numerical Discretization of Optimal Control Problems

Michael Herty, Lorenzo Pareschi, Sonja Steffensen. Implicit-Explicit Runge-Kutta Schemes for Numerical Discretization of Optimal Control Problems. SIAM J. Numerical Analysis, 51(4):1875-1899, 2013. [doi]

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