论文信息 - Nonlinear superposition principles: a new numerical method for solving matrix Riccati equations

Nonlinear superposition principles: a new numerical method for solving matrix Riccati equations

Abstract Previously derived superposition formulae, expressing the general solution of the matrix Riccati equation W W(t) = A + WB + CW + WDW (A(t), B(t), C(t), D(t), W(t) ϵ R n×n , n ≥ 2, t ϵ R ) in terms of 5 particular solutions, are applied to obtain numerical solutions of this coupled system of nonlinear equations.

D. W. Rand | Pavel Winternitz | D. Rand | P. Winternitz

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