Efficient implementation of a transport model in periodic layered structures (Q1785072)

The author solves the discrete matrix boundary value problem \[ x_{k+1}=Tx_k + Ry_{k+1}, \; y_k = Rx_k + Ty_{k+1}, \quad k=0,1,\ldots,N-1, \] for given \(x_0\) and \(y_N\). Here \(T\) and \(R\) are component-wisely non-negative square matrices satisfying \(\|R+T\|_\infty \leq1\). The author distinguishes two cases, the conservative case, for which there exists a component-wise positive vector \(\sigma\) so that \((R+T)\sigma=\sigma\), and the dissipative case, that covers all other situations. The author reminds two known approaches for solving this problem: the Riccati transformation and the method of layer addition. Then he gives an explicit solution in both the dissipative and conservative cases. He also shows the relation of explicit solution of the boundary value problem to the fundamental system of solutions, and shows an analogy with the Milne problem.