On precise integration method.

DOI10.1016/j.cam.2003.08.053zbMath1046.65053OpenAlexW2043812454MaRDI QIDQ1427217

Publication date: 14 March 2004

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

Full work available at URL: https://doi.org/10.1016/j.cam.2003.08.053

zbMATH Keywords

numerical examples initial value problems two-point boundary value problem Riccati differential equation Lyapunov differential equation time-invariant system precise integration method Kalman-Bucy filter equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Control/observation systems governed by ordinary differential equations (93C15) Linear boundary value problems for ordinary differential equations (34B05)

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