GIP integrators for matrix Riccati differential equations

DOI10.1016/J.AMC.2014.05.014MaRDI QIDQ279294zbMATH OpenOpenAlexFDO

Authors C. Kristopher Garrett, Ren-Cang Li

Publication date 27 April 2016

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

Full work available at URL https://doi.org/10.1016/j.amc.2014.05.014

zbMATH Keywords

singularityRunge-Kuttageneralized inverse propertyGIP integratormatrix Riccati differential equation

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Linear systems in control theory (93C05) Matrix equations and identities (15A24)

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Cited in

(3)

• GIP integrators for matrix Riccati differential equations
• Numerical integration of a class of ordinary differential equations on the general linear group of matrices
• Adaptive Runge-Kutta regularization for a Cauchy problem of a modified Helmholtz equation

Describes a project that uses

Uses Software

• RKF45
• GIP
• MATLAB ODE suite
• ODEPACK
• ode23
• bvp4c
• Matlab

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