Rational approximate solutions and error bounds for the nonsymmetric Riccati matrix differential equation

DOI10.1016/0096-3003(92)90008-OzbMath0768.65038WikidataQ115363944 ScholiaQ115363944MaRDI QIDQ1194392

Lucas Jodar

Publication date: 27 September 1992

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

zbMATH Keywords

error bounds; matrix exponential; first order system; matrix Riccati differential equations; rational approximate solutions

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

34A34: Nonlinear ordinary differential equations and systems

93B50: Synthesis problems

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

65L70: Error bounds for numerical methods for ordinary differential equations

Related Items

Accurate numerical integration of stiff differential Riccati equations, Non-blow-up conditions for Riccati-type matrix differential and difference equations

Cites Work

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• Numerical integration of the differential matrix Riccati equation
• The Riccati Transformation in the Solution of Boundary Value Problems
• A Riccati Transformation Method for Solving Linear BVP<scp>s</scp>. I: Theoretical Aspects
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• An Explicit Estimate on the Norm of the Inverse of a Matrix