On the hybrid finite difference scheme for a singularly perturbed Riccati equation

DOI10.1007/S11075-015-0001-YzbMATH Open1335.65061OpenAlexW226094837MaRDI QIDQ5963413FDOQ5963413

Anbo Le, Aimin Xu, Zhongdi Cen

Publication date: 19 February 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-015-0001-y

zbMATH Keywords

uniform convergencestabilityerror estimatenumerical experimentsingular perturbationinitial value problemRiccati equationShishkin meshimplicit Euler difference scheme

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Singular perturbations for ordinary differential equations (34E15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)

Cites Work

• Robust Numerical Methods for Singularly Perturbed Differential Equations
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• Numerical integration of the differential matrix Riccati equation
• The midpoint upwind scheme
• Analysis of Some Difference Approximations for a Singular Perturbation Problem Without Turning Points
• Sufficient conditions for uniform convergence on layer-adapted grids
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• A recent survey on computational techniques for solving singularly perturbed boundary value problems
• An almost second order uniformly convergent scheme for a singularly perturbed initial value problem
• A Shishkin mesh for a singularly perturbed Riccati equation
• Parameter-uniform numerical methods for some singularly perturbed nonlinear initial value problems
• Two uniform schemes for the singularly perturbed Riccati equation
• Exponentially fitted one-step methods for the numerical solution of the scalar Riccati equation
• The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
• Boundary Shock Problems and Singularly Perturbed Riccati Equations

Cited In (2)

• Solving singularly perturbed Riccati equation with Mathematica
• A Shishkin mesh for a singularly perturbed Riccati equation

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