Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations.

DOI10.1016/S0895-7177(99)00219-8zbMath1042.34511OpenAlexW1979316690MaRDI QIDQ1597107

Lucas Jodar, Sergio Blanes, Enrique Ponsoda

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00219-8

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (6)

Exponential integrators for coupled self-adjoint non-autonomous partial differential systems ⋮ Magnus integrators for solving linear-quadratic differential games ⋮ Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs ⋮ On the Floquet-Magnus expansion: applications in solid-state nuclear magnetic resonance and physics ⋮ A new method for determining the solution of Riccati differential equations ⋮ Upper and lower bounds for the solution of the general matrix Riccati differential equation on a time scale

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