Preserving monotonicity in the numerical solution of Riccati differential equations

DOI10.1007/s002110050206zbMath0864.65048OpenAlexW1990221533MaRDI QIDQ1923279

Luca Dieci, Timo Eirola

Publication date: 22 June 1997

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050206

zbMATH Keywords

monotonicityRunge-Kutta methodone-step methodmatrix Riccati differential equationmultistep methodbackward Euler integration 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) Model systems in control theory (93C99)

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Monotonicity of quadratic forms with symplectic Runge-Kutta methods ⋮ The symplectic semigroup and Riccati differential equations ⋮ Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations ⋮ Minimax persistent monitoring of a network system ⋮ Analysis of Krylov subspace approximation to large-scale differential Riccati equations ⋮ Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations ⋮ Structure preserving integrators for solving (non-)linear quadratic optimal control problems with applications to describe the flight of a quadrotor ⋮ A family of Anadromic numerical methods for matrix Riccati differential equations ⋮ A Gaussian Beam Method for High Frequency Solution of Symmetric Hyperbolic Systems with Polarized Waves

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