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

DOI10.1016/J.AMC.2006.11.001MaRDI QIDQ2372012zbMATH OpenOpenAlexFDO

Authors Enrique Arias, J. Ibáñez, V. Hernández, Jesús Peinado

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

numerical examplesNewton's methodfixed point methodalgebraic Riccati equationbackward differentiation formula methodsdifferential 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)

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Cites work

• scientific article; zbMATH DE number 4043344 (Why is no real title available?)
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• A canonical form and solution for the matrix Riccati differential equation
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Algorithm 656: an extended set of basic linear algebra subprograms: model implementation and test programs
• Efficient matrix-valued algorithms for solving stiff Riccati differential equations
• Generalized Chandrasekhar algorithms: Time-varying models
• Initial value methods for boundary value problems. Theory and application of invariant imbedding
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• Numerical integration of the differential matrix Riccati equation
• On the solution of linear differential equations in Lie groups
• ScaLAPACK Users' Guide
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• The numerical solution of the matrix Riccati differential equation

Cited in

(6)

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

Describes a project that uses

Uses Software

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

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