On Computing High Accuracy Solutions of a Class of Riccati Equations

نویسنده

  • A. Varga
چکیده

The paper concerns with the computation with high accuracy of the non-negative deenite stabilizing solution of the matrix Riccati equation A T X + XA + XQX + R = 0, where A is stable, Q = Q T 0 and R = R T 0. The limiting accuracy solution can be computed by using an iterative reenement technique based on the Newton's method. A proof of global convergence of the iterative process, with nal quadratic rate, is given. Several ways to compute with high accuracy the Cholesky factor of the solution are also discussed.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Solutions structure of integrable families of Riccati equations and their applications to the perturbed nonlinear fractional Schrodinger equation

Some preliminaries about the integrable families of Riccati equations and solutions structure of these equations in several cases are presented in this paper, then by using of definitions for fractional derivative we apply the new extended of tanh method to the perturbed nonlinear fractional Schrodinger equation with the kerr law nonlinearity. Finally by using of this method and solutions of Ri...

متن کامل

The B"{a}cklund transformation method of Riccati equation to coupled Higgs field and Hamiltonian amplitude equations

In this paper, we establish new exact solutions for some complex nonlinear wave equations. The B"{a}cklund transformation method of Riccati equation is used to construct exact solutions of the Hamiltonian amplitude equation and the coupled Higgs field equation. This method presents a wide applicability to handling nonlinear wave equations. These equations play a very important role in mathemati...

متن کامل

Explicit exact solutions for variable coefficient Broer-Kaup equations

Based on symbolic manipulation program Maple and using Riccati equation mapping method several explicit exact solutions including kink, soliton-like, periodic and rational solutions are obtained for (2+1)-dimensional variable coefficient Broer-Kaup system in quite a straightforward manner. The known solutions of Riccati equation are used to construct new solutions for variable coefficient Broer...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1995