The differential Sylvester equation and its symmetric version, the differential Lyapunov equation, appear in different fields of applied mathematics like control theory, system theory, and model order reduction. The few available straight-forward numerical approaches if applied to largescale systems come with prohibitively large storage requirements. This shortage motivates us to summarize and explore existing solution formulas for these equations. We develop a unifying approach based on the spectral theorem for normal operators like the Sylvester operator S(X) = AX + XB and derive a formula for its norm using an induced operator norm based on the spectrum of A and B. In view of numerical approximations, we propose an algorithm that identifies a suitable Krylov subspace using Taylor series and use a projection to approximate the solution. Numerical results for large-scale differential Lyapunov equations are presented in the last sections.

The differential Riccati equation appears in different fields of applied mathematics like control theory and systems theory. For large-scale systems the numerical solution comes with a large amount of storage requirements. This motivates the use of Krylov subspace and projection based methods [1-3].In the present paper we apply an invariance theorem for ODEs to the differential Riccati Equation.We show that the solution is contained in a Krylov like subspace and extend our results to certain time-varying cases.

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