Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model

DOI10.1016/j.laa.2010.09.006zbMath1208.15014OpenAlexW1995004235MaRDI QIDQ609493

Tiexiang Li, Wen-Wei Lin, Jong Juang, Eric King-Wah Chu

Publication date: 1 December 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2010.09.006

zbMATH Keywords

Newton's methodalgebraic Riccati equationnumerical examplesfixed-point iterationtransport theoryminimal nonnegative solutiondoubling algorithmreflection kernel

Mathematics Subject Classification ID

Related Items (6)

Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations ⋮ Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling ⋮ Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory ⋮ Doubling algorithm for the discretized Bethe-Salpeter eigenvalue problem ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ A class of fixed point iteration for the coupled algebraic Riccati equation

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new class of nonsymmetric algebraic Riccati equations
• Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
• An integrodifferential equation for the two-dimensional reflection kernel
• Integrodifferential equations for the two-dimensional transition kernels of invariant imbedding
• Existence of algebraic matrix Riccati equations arising in transport theory
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory
• Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case
• Newton iterations for a non‐symmetric algebraic Riccati equation
• Fast Iterative Schemes for Nonsymmetric Algebraic Riccati Equations Arising from Transport Theory
• Explicit Solutions for a Riccati Equation from Transport Theory
• Matrix Analysis
• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

This page was built for publication: Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model