Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials

34A34: Nonlinear ordinary differential equations and systems

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

Cites Work

Unnamed Item
A compact split-step finite difference method for solving the nonlinear Schrödinger equations with constant and variable coefficients
Numerical solution of Riccati equation using the cubic B-spline scaling functions and Chebyshev cardinal functions
On the solution of the Abel equation of the second kind by the shifted Chebyshev polynomials
Laguerre polynomial approach for solving linear delay difference equations
Dynamic programming and stochastic control
Decomposition method for solving fractional Riccati differential equations
A new collocation method for solution of mixed linear integro-differential-difference equations
A piecewise variational iteration method for Riccati differential equations
A new operational matrix for solving fractional-order differential equations
Solving Riccati differential equation using Adomian's decomposition method
Existence of algebraic matrix Riccati equations arising in transport theory
Iterated He's homotopy perturbation method for quadratic Riccati differential equation
Numerical solution of differential equations by using Chebyshev wavelet operational matrix of integration
Finite difference procedures for solving a problem arising in modeling and design of certain optoelectronic devices
On the solution of the Riccati equation by the Taylor matrix method
Riccati differential equations
RELATED OPERATORS AND EXACT SOLUTIONS OF SCHRÖDINGER EQUATIONS
On the Solution of the Riccati Equation by the Decomposition Method
ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
Nonconvexities in Stochastic Control Models