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

DOI10.1007/S11075-015-0001-YMaRDI QIDQ5963413zbMATHOpenAlexFDO

Authors Zhongdi Cen, Aimin Xu, Anbo Le

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)

Recommendations

• scientific article; zbMATH DE number 4100525
• scientific article; zbMATH DE number 986673
• A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems
• A uniform scheme for the singularly perturbed Riccati equation
• scientific article; zbMATH DE number 176800

Cites work

• scientific article; zbMATH DE number 1461244 (Why is no real title available?)
• scientific article; zbMATH DE number 3403165 (Why is no real title available?)
• A Shishkin mesh for a singularly perturbed Riccati equation
• A recent survey on computational techniques for solving singularly perturbed boundary value problems
• A uniform scheme for the singularly perturbed Riccati equation
• An almost second order uniformly convergent scheme for a singularly perturbed initial value problem
• Analysis of Some Difference Approximations for a Singular Perturbation Problem Without Turning Points
• Boundary shock problems and singularly perturbed Riccati equations
• Exponentially fitted one-step methods for the numerical solution of the scalar Riccati equation
• Numerical integration of the differential matrix Riccati equation
• Parameter-uniform numerical methods for some singularly perturbed nonlinear initial value problems
• Robust Numerical Methods for Singularly Perturbed Differential Equations
• Sufficient conditions for uniform convergence on layer-adapted grids
• The midpoint upwind scheme
• The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
• Two uniform schemes for the singularly perturbed Riccati equation

Cited in

(2)

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

This page was built for publication: On the hybrid finite difference scheme for a singularly perturbed Riccati equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963413)