An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds

DOI10.1016/0377-0427(89)90038-1zbMath0674.65042MaRDI QIDQ1121650

Lucas Jodar, Antonio Hervás

Publication date: 1989

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(89)90038-1

zbMATH Keywords

algorithm; successive approximation method; error bounds; convergence interval; system of matrix Riccati differential equations

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

93C05: Linear systems in control theory

65L05: Numerical methods for initial value problems involving ordinary differential equations

Uses Software

• REDUCE