2004
DOI: 10.1007/978-3-540-25944-2_60
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A Hybrid Numerical Technique for the Solution of a Class of Implicit Matrix Differential Equation

Abstract: Abstract. This paper is concerned with the numerical solution of an implicit matrix differential system of the form Y TẎ − F (t, Y ) = 0, where Y (t) is a n × 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 approac… Show more

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Cited by 1 publication
(2 citation statements)
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“…Despite the simplicity of the substituting approach, where no explicit inversion of matrices is required, the above system has a double dimension with respect to the original one. Moreover, when one has to deal with differential equations whose solution Y (t) possesses an additional structure, as in case of ODEs evolving on the oblique manifold, the substituting approach does not preserve such a structure [13][14][15][16].…”
Section: Problems On the General Linear Groupmentioning
confidence: 97%
See 1 more Smart Citation
“…Despite the simplicity of the substituting approach, where no explicit inversion of matrices is required, the above system has a double dimension with respect to the original one. Moreover, when one has to deal with differential equations whose solution Y (t) possesses an additional structure, as in case of ODEs evolving on the oblique manifold, the substituting approach does not preserve such a structure [13][14][15][16].…”
Section: Problems On the General Linear Groupmentioning
confidence: 97%
“…Particularly, by considering the v-stage explicit RK method identified by the Butcher array (15) with c = (c 1 , . .…”
Section: Theorem 1 Let Y (T) Be the Solution Ofmentioning
confidence: 99%