Iterative methods for solving Riccati differential equations

Solving Differential Riccati Equations Using BDF Methods

This technical report describes three approaches for solving the Differential Riccati Equation (DRE), by means of the Backward Differentiation Formula (BDF) and resolution of the corresponding implicit equation, using Newton's method. These approaches are based on: GMRES method, resolution of Sylvester equation and fixed point method. The role and use of DRE is especially important in optimal c...

Application of Iterative Methods for Solving General Riccati Equation

application of iterative methods for solving general riccati equation

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application of iterative methods for solving general riccati equation

An effective variational iteration algorithm for solving Riccati differential equations

The piecewise variational iteration method (VIM) for solving Riccati differential equations (RDEs) provides a solution as a sequence of iterates. Therefore, its application to RDEs leads to the calculation of terms that are not needed and more time is consumed in repeated calculations for series solutions. In order to overcome these shortcomings, we propose an easy-to-use piecewise-truncated VI...