Semi-implicit ODE solver for matrix Riccati equation

@article{Butusov2016SemiimplicitOS,
  title={Semi-implicit ODE solver for matrix Riccati equation},
  author={D. N. Butusov and Timur I. Karimov and V. Y. Ostrovskii},
  journal={2016 IEEE NW Russia Young Researchers in Electrical and Electronic Engineering Conference (EIConRusNW)},
  year={2016},
  pages={168-172}
}
In this paper we consider the numerical solution of matrix Riccati equation with the different ODE solvers. A comparison of following extrapolation methods is undertaken: Gragg-Bulirsch-Stoer's (GBS) explicit midpoint rule, implicit midpoint rule, and new semi-implicit D-methods. The study showed that D-methods, being a trade-off between explicit and implicit methods, can be an effective solution for computer simulation of matrix Riccati equation. 
4 Citations
13 References
Similar Papers

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 13 references

and A

  • D. N. Butusov, V. Y. Ostrovskii
  • V. Tutueva, “Simulation of dynamical systems…
  • 2015
7 Excerpts

Relations between nonlinear Riccati equations and other equations in fundamental physics,

  • D. Schuch
  • J. Phys. Conf. Ser.,
  • 2014
1 Excerpt

and J

  • E. Suazo, S. Suslov
  • Vega-Guzmán, “The Riccati System and a Diffusion…
  • 2014
1 Excerpt

Solving Ordinary Differential Equations II - Stiff and Differential Problems,

  • E. Hairer, G. Wanner
  • [Online]. Available: http://www.springer.com/us…
  • 2002
2 Excerpts

Similar Papers

Loading similar papers…