Numerical Integration of the Differential Riccati Equation and Some Related Issues
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Publication:4008967
DOI10.1137/0729049zbMath0768.65037OpenAlexW2052387764WikidataQ115247114 ScholiaQ115247114MaRDI QIDQ4008967
Publication date: 27 September 1992
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0729049
boundary value problemsFortran codenumerical softwaresuperstabilitystiff initial value problemsmatrix differential Riccati equationsnumerical test exampleslocal and global errorsmatrix schemes
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70)
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