Existence of algebraic matrix Riccati equations arising in transport theory (Q1904048): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0024-3795(93)00366-8 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2052323297 / rank | |||
Normal rank |
Revision as of 02:02, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence of algebraic matrix Riccati equations arising in transport theory |
scientific article |
Statements
Existence of algebraic matrix Riccati equations arising in transport theory (English)
0 references
19 June 1996
0 references
The iterative procedures, one proposed by \textit{A. Shimizu} and \textit{K. Aoki} [Applications of invariant embedding to reactor physics (1972)] and another by \textit{J. Juang} and \textit{Z. T. Lin} [Transp. Theory Stat. Phys. 21, No. 1/2, 87-100 (1992; Zbl 0759.65022)] for finding the minimal positive solution of the matrix Riccati equation are investigated. The form of the equation is \(B - AS - SD + SDS = 0\), in which \[ \begin{aligned} A_{N^-\times N^-} & = \text{diag} \left[ {1 \over c (w^-_1 + \alpha)}, {1 \over c (w_2^-+ \alpha)}, \dots, {1 \over c (w^-_{N^-}+ \alpha)} \right] \\ & - \left[ \begin{matrix} 1 \\ \vdots \\ 1 \end{matrix} \right] \left[ {c^-_1 \over 2 (w^-_1+ \alpha)}, {c^-_2 \over 2 (w^-_2 + \alpha)}, \dots, {c^-_{N^-} \over 2 (w^-_{N^-} + \alpha)} \right] \\ & :=D_A-ia^T, \qquad\text{where } i=[1,\dots,1]^T;\end{aligned} \] \[ \begin{aligned} D_{N^+\times N^+} & =\text{diag}\left[{1\over c(w_1^+-\alpha) }, {1 \over c (w^+_2 - \alpha)}, \dots, {1 \over c (w^+_{N^+} - \alpha)} \right] \\ & -i \left[ {c^+_1 \over 2 (w^+_1 - \alpha)}, {c^+_2 \over 2 (w^+_2 - \alpha)}, \dots, {c^+_{N^+} \over 2 (w^+_{N^+} - \alpha)} \right] \\ & : = D_D - id^T; \end{aligned} \] \(B = ii^T\); \(C = da^T\). Though the procedures have proved to be quite effective in practice, the convergence of iteration has not been fully investigated yet. The authors of this article completely solve the convergence problem for \(0 \leq c \leq 1\) and \(0 \leq \alpha \leq 1\) by first finding a direct method for establishing the existence of positive solutions of the above equation and then prove the convergence of the corresponding iterations to the minimal positive solutions \(S_{\max}\), and its uniqueness is proved subsequently.
0 references
matrix Riccati equation
0 references
convergence
0 references
iteration
0 references
positive solutions
0 references