Combined method for the solution of asymmetric Riccati differential equations (Q5955341)
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scientific article; zbMATH DE number 1704297
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English | Combined method for the solution of asymmetric Riccati differential equations |
scientific article; zbMATH DE number 1704297 |
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Combined method for the solution of asymmetric Riccati differential equations (English)
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13 February 2002
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The author describes a combination of precise computer integration and analytical eigensolution method to solve general matrix Riccati differential equation with potential application for two-point boundary value problems. Numerical examples illustrate the theory.
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linear systems
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precise computer integration
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two-point boundary value problems
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forward/backward integration
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Jordan form
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numerical examples
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eigensolution method
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matrix Riccati differential equation
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