Numerical solution of differential algebraic riccati equations

Numerical Solution of Projected Algebraic Riccati Equations

We consider the numerical solution of projected algebraic Riccati equations using Newton’s method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations. Numerical examples are given that demonstrate the ...

Numerical Solution of Algebraic Riccati Equations

Society for induStrial and applied MatheMaticS Numerical Solution of Algebraic Riccati Equations Dario A. Bini, Bruno Iannazzo, and Beatrice Meini Fundamentals of Algorithms 9 This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practit...

Numerical Solution of Differential Algebraic Equations

Numerical Solution of Hybrid Systems of Differential-algebraic Equations

We present a mathematical framework for general overand underdetermined hybrid (switched) systems of differential-algebraic equations (HDAEs). We give a systematic formulation of HDAEs and discuss existence and uniqueness of solutions, the treatment of the switch points and how to perform consistent initialization at switch points. We show how numerical solution methods for DAEs can be adapted ...

The Numerical Solution of Delay-differential-algebraic Equations of Retarded

In this paper we consider the numerical solution of initial-value delay-differentialalgebraic equations (DDAEs) of retarded and neutral types, with a structure corresponding to that of Hessenberg DAEs. We give conditions under which the DDAE is well conditioned and show how the DDAE is related to an underlying retarded or neutral delay-ordinary differential equation (DODE). We present convergen...