Accurate numerical integration of stiff differential Riccati equations

DOI10.1016/0096-3003(94)00183-5zbMath0840.65082MaRDI QIDQ1907084

José-Luis Morera, Gregorio Rubio, Lucas Jodar

Publication date: 30 June 1996

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

Full work available at URL: https://doi.org/10.1016/0096-3003(94)00183-5

zbMATH Keywords

error bounds; stiff equation; Riccati differential equation; implicit high-order one-step matrix method

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

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

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

34E13: Multiple scale methods for ordinary differential equations

Cites Work

• Rational approximate solutions and error bounds for the nonsymmetric Riccati matrix differential equation
• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• An implicit one-step method of high-order accuracy for the numerical integration of ordinary differential equations
• Numerical integration of the differential matrix Riccati equation
• The Factorization Method for the Numerical Solution of Two Point Boundary Value Problems for Linear ODE’s
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• An Explicit Estimate on the Norm of the Inverse of a Matrix
• Explicit Solutions of Linear Matrix Equations
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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