his paper is concerned with the numerical solution of an implicit matrix differential system of the form (YY)-Y-T - F(t, Y) = 0, where Y(t) is a n x n real matrix which may converge to a singular matrix. We propose a hybrid numerical technique based on an implicit second order Runge Kutta scheme which derives a particular algebraic Riccati equation and via its solution approximates the solutions of the differential problem at hand. Numerical examples demonstrating the behavior of the proposed approach are also reported.
A hybrid numerical techniques for the solution of a class of implicit matrix differential equation
DEL BUONO, Nicoletta;LOPEZ, Luciano
2004-01-01
Abstract
his paper is concerned with the numerical solution of an implicit matrix differential system of the form (YY)-Y-T - F(t, Y) = 0, where Y(t) is a n x n real matrix which may converge to a singular matrix. We propose a hybrid numerical technique based on an implicit second order Runge Kutta scheme which derives a particular algebraic Riccati equation and via its solution approximates the solutions of the differential problem at hand. Numerical examples demonstrating the behavior of the proposed approach are also reported.File in questo prodotto:
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