Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
DOI10.1016/j.cpc.2009.06.014zbMath1197.65108OpenAlexW2056641380WikidataQ115358366 ScholiaQ115358366MaRDI QIDQ711787
Jacinto-Javier Ibáñez, Vicente G. Hernández
Publication date: 28 October 2010
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10251/52276
matrix exponentialordinary differential equation (ODE)conmutant equationpiecewise-linearized methodbackward differentiation formula (BDF) methodinitial value problem (IVP)linear differential equation (LDE)algebraic matrix Riccati equation (AMRE)algebraic matrix Sylvester equation (AMSE)differential matrix Riccati equation (DMRE)
Singular perturbations for ordinary differential equations (34E15) Numerical methods for ordinary differential equations (65L99) Model systems in control theory (93Cxx)
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