Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations.

DOI10.1016/S0895-7177(99)00219-8zbMath1042.34511OpenAlexW1979316690MaRDI QIDQ1597107

Lucas Jodar, Sergio Blanes, Enrique Ponsoda

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00219-8

Mathematics Subject Classification ID

Related Items (6)

Exponential integrators for coupled self-adjoint non-autonomous partial differential systems ⋮ Magnus integrators for solving linear-quadratic differential games ⋮ Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs ⋮ On the Floquet-Magnus expansion: applications in solid-state nuclear magnetic resonance and physics ⋮ A new method for determining the solution of Riccati differential equations ⋮ Upper and lower bounds for the solution of the general matrix Riccati differential equation on a time scale

Uses Software

• Expokit

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