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

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.
3-540-22129-8
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/8625
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