Accurate numerical integration of stiff differential Riccati equations

DOI10.1016/0096-3003(94)00183-5zbMath0840.65082OpenAlexW2078681584MaRDI QIDQ1907084

Gregorio Rubio, José-Luis Morera, Lucas Jodar

Publication date: 30 June 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)00183-5

zbMATH Keywords

error boundsstiff equationRiccati differential equationimplicit high-order one-step matrix method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Multiple scale methods for ordinary differential equations (34E13)

Related Items (1)

TUNING CHAOS SYNCHRONIZATION AND ANTI-SYNCHRONIZATION FOR APPLICATIONS IN TEMPORAL PATTERN RECOGNITION

Cites Work

• Rational approximate solutions and error bounds for the nonsymmetric Riccati matrix differential equation
• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• An implicit one-step method of high-order accuracy for the numerical integration of ordinary differential equations
• Numerical integration of the differential matrix Riccati equation
• The Factorization Method for the Numerical Solution of Two Point Boundary Value Problems for Linear ODE’s
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• An Explicit Estimate on the Norm of the Inverse of a Matrix
• Explicit Solutions of Linear Matrix Equations
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Accurate numerical integration of stiff differential Riccati equations