A fixed point-based BDF method for solving differential Riccati equations

DOI10.1016/j.amc.2006.11.001zbMath1121.65080OpenAlexW2067156923MaRDI QIDQ2372012

Enrique Arias, Jacinto-Javier Ibáñez, Jesús Peinado, Vicente G. Hernández

Publication date: 10 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2006.11.001

zbMATH Keywords

Newton's methodalgebraic Riccati equationnumerical examplesbackward differentiation formula methodsfixed point methoddifferential Riccati equationsDieci method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (6)

Sub-optimal controller design for time-delay nonlinear partial differential equation systems: an extended state-dependent differential Riccati equation approach ⋮ Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations ⋮ Low-rank approximate solutions to large-scale differential matrix Riccati equations ⋮ A GMRES-based BDF method for solving differential Riccati equations ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation

Uses Software

• LAPACK
• ScaLAPACK
• BLAS
• MPI
• ODEPACK
• Algorithm 432

Cites Work

• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• Efficient matrix-valued algorithms for solving stiff Riccati differential equations
• A canonical form and solution for the matrix Riccati differential equation
• Numerical integration of the differential matrix Riccati equation
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• Algorithm 656: an extended set of basic linear algebra subprograms: model implementation and test programs
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• Generalized Chandrasekhar algorithms: Time-varying models
• On the solution of linear differential equations in Lie groups
• ScaLAPACK Users' Guide
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• The numerical solution of the matrix Riccati differential equation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A fixed point-based BDF method for solving differential Riccati equations