Computing continuous numerical solutions of matrix differential equations

DOI10.1016/0898-1221(94)00240-LzbMath0819.65107OpenAlexW2080025785MaRDI QIDQ1346833

Lucas Jodar, Enrique Ponsoda

Publication date: 6 September 1995

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)00240-l

zbMATH Keywords

linear systemsuniform convergencedifference equationsmatrix differential equationsinterpolatory \(B\)-spline

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12)

Related Items (6)

Construction and computation of variable coefficient Sylvester differential problems ⋮ Upper and lower eigenvalue summation bounds of the Lyapunov matrix differential equation and the application in a class time-varying nonlinear system ⋮ Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation ⋮ Numerical solutions of matrix differential models using cubic matrix splines. II ⋮ NUMERICAL TREATMENT OF FIRST ORDER MATRIX DIFFERENTIAL EQUATIONS USING DIFFERENT CUBIC B-SPLINE FUNCTIONS ⋮ The eigenvalue product bounds of the Lyapunov matrix differential equation and the stability of a class of time-varying nonlinear system

Cites Work

• On convergent linear multistep matrix methods
• The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>
• An Explicit Estimate on the Norm of the Inverse of a Matrix
• A Matrix Differential Equation of Riccati Type
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