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作者机构:ECOLE SUPER ELECT SIGNAUX & SYST LAB CNRS F-91190 GIF SUR YVETTE FRANCE
出 版 物:《SIAM JOURNAL ON MATHEMATICAL ANALYSIS》 (工业与应用数学会数学分析杂志)
年 卷 期:1988年第19卷第6期
页 面:1425-1430页
核心收录:
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:34A15 34A50 65L05 65F35 15A24 iterative algorithm matrix differential system initial value problem convergence interval error bound approximate solution coupled Riccati system
摘 要:By means of algebraic transformations a Riccati differential matrix system coupled in its quadratic terms is reduced to another one for which the successive approximation method is available. An iterative algorithm for solving the problem and an error upper bound for the approximation are given.