Singular value decay of operator-valued differential Lyapunov and Riccati equations
We consider operator-valued differential Lyapunov and Riccati equations, where the operators B and C may be relatively unbounded with respect to A (in the standard notation). In this setting, we prove that the singular values of the solutions decay fast under certain conditions. In fact, the decay is exponential in the negative square root if A generates an analytic semigroup and the range of C ha