Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation
Reduced-order pure-slow and pure-fast differential matrix Riccati equations are derived by decoupling a singularly perturbed differential matrix Riccati equation into a pure-slow regular differential matrix Riccati equation and a pure-fast differential matrix Riccati equation with singular perturbations. A solution of the original singularly perturbed differential matrix Riccati equation is given in terms of the pure-slow and the pure-fast reduced-order differential matrix Riccati equation and solutions of two reduced-order initial value problems. The model of a fluid catalytic reactor is considered as a practical example.
scientific article; zbMATH DE number 5710878
scientific article