A hybrid numerical technique for the solution of a class of implicit matrix differential equation

被引:0
|
作者
Del Buono, N [1 ]
Lopez, L [1 ]
机构
[1] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy
关键词
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This 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.
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页码:459 / 466
页数:8
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