Combined method for the solution of asymmetric Riccati differential equations

DOI10.1016/S0045-7825(01)00246-8zbMath0995.65074WikidataQ126463940 ScholiaQ126463940MaRDI QIDQ5955341

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Publication date: 13 February 2002

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

zbMATH Keywords

linear systemsnumerical examplesJordan formmatrix Riccati differential equationtwo-point boundary value problemseigensolution methodforward/backward integrationprecise computer integration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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Cites Work

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• The Riccati equation
• Methods of nonlinear analysis. Vol. II
• Computational structural mechanics. Optimal control and semi-analytical method for PDE
• Numerical integration of the differential matrix Riccati equation
• Computational structural mechanics and optimal control—the simulation of substructural chain theory to linear quadratic optimal control problems
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

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