Positive definiteness in the numerical solution of Riccati differential equations

DOI10.1007/s002110050030zbMath0791.65050OpenAlexW1998846299MaRDI QIDQ1326376

Luca Dieci, Timo Eirola

Publication date: 7 July 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050030

zbMATH Keywords

Hamiltonian systemsymplectic integratorbackward error analysisdirect algorithmRiccati matrix differential equationindirect algorithmsLyapunov matrix differential equationsmultistep schemeone-step scheme

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Dynamical systems and ergodic theory (37-XX)

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