Closed analytical solution of Riccati type matrix differential equations
type: Item
instance of: scholarly article
title: Closed analytical solution of Riccati type matrix differential equations
zbMATH Open document ID: 0765.34001
author: Enrique Navarro
author: L. Jódar
published in: Indian Journal of Pure \& Applied Mathematics
publication date: 1992-10-05T00:00:00Z
review text: For a nonsymmetric matrix Riccati differential equation with an invertible matrix coefficient in the quadratic term, an explicit formula describing the solution in a neighborhood of an initial point is derived. The result supplements that of the authors published in [Appl. Math. Lett. 4, No. 2, 17-20 (1991; Zbl 0733.34003)]. As in that paper, a special exponential representation of the solution of a Cauchy problem for a second order linear stationary matrix differential equation is utilized.
Mathematics Subject Classification ID: 34A05
zbMATH DE Number: 68301
zbMATH Keywords: nonsymmetric matrix Riccati differential equation
zbMATH Keywords: invertible matrix coefficient
zbMATH Keywords: explicit formula
reviewed by: A. V. Kryazhimskij
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 68301