Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations

DOI10.1016/j.camwa.2010.10.002zbMath1207.65097OpenAlexW1993928943MaRDI QIDQ630695

Enrique Arias, Vicente G. Hernández, Jesús Peinado, Jacinto-Javier Ibáñez

Publication date: 19 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.10.002

zbMATH Keywords

fixed-point methodadams-bashforth methodsadams-moulton methodsalgebraic matrix Riccati equation (AMRE)algebraic matrix Sylvester equation (AMSE)differential matrix Riccati equation (DMRE)GMRES methods

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (2)

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Uses Software

• Matlab
• ScaLAPACK
• BLAS
• MPI
• Algorithm 432

Cites Work

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• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• A fixed point-based BDF method for solving differential Riccati equations
• A GMRES-based BDF method for solving differential Riccati equations
• Efficient matrix-valued algorithms for solving stiff Riccati differential 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
• ScaLAPACK Users' Guide
• Rosenbrock Methods for Solving Riccati Differential Equations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• The numerical solution of the matrix Riccati differential equation

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