An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds (Q1121650)
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scientific article; zbMATH DE number 4104284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds |
scientific article; zbMATH DE number 4104284 |
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An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds (English)
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1989
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An algorithm is presented for the solution of a coupled system of matrix Riccati differential equations using the successive approximation method. For the approximate solution explicit expressions are given and used to give error bounds and convergence conditions.
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convergence interval
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algorithm
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system of matrix Riccati differential equations
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successive approximation method
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error bounds
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