Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants

DOI10.1016/j.cpc.2010.11.024zbMath1217.65133OpenAlexW2105240261MaRDI QIDQ538546

Jacinto-Javier Ibáñez, Vicente G. Hernández

Publication date: 25 May 2011

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/35401

zbMATH Keywords

numerical examplesPadé approximantsinitial value problemlinear differential equationalgebraic matrix Sylvester equationblock-oriented algorithmsconmutant equationdifferential matrix Riccati equationpiecewise-linearized method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Uses Software

• Matlab
• MATLAB expm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving initial value problems for ordinary differential equations by two approaches: BDF and piecewise-linearized methods
• Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• Piecewise-linearized methods for initial-value problems
• Piecewise-linearized and linearized \(\vartheta\)-methods for ordinary and partial differential equations.
• A fixed point-based BDF method for solving differential Riccati equations
• A GMRES-based BDF method for solving differential Riccati equations
• Numerical integration of the differential matrix Riccati equation
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• A High-Order Method for Stiff Boundary Value Problems with Turning Points
• Interpolation Schemes for Collocation Solutions of Two-Point Boundary Value Problems
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• Generalized Chandrasekhar algorithms: Time-varying models
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• The numerical solution of the matrix Riccati differential equation

This page was built for publication: Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants