Title of article
Upper and lower bounds for the solution of the general matrix Riccati differential equation on a time scale
Author/Authors
M. Davis، نويسنده , , John and Henderson، نويسنده , , Johnny and Prasad، نويسنده , , K.Rajendra، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
13
From page
133
To page
145
Abstract
We obtain upper and lower bounds for the solution of the general matrix Riccati differential equation on a time scale T,RΔ(t)=A(t)+B(t)R(t)+R(σ(t))B∗(t)−R(σ(t))C(t)R(t),where A(t) and C(t) are symmetric n×n matrices while B(t), V(t), T(t), and R(t) are n×n matrices, and ∗ denotes the transpose of the matrix. We use the quasilinearization technique to obtain these bounds. We also study the monotonicity of the successive approximations.
Keywords
Monotonicity , successive approximation , Matrix Riccati equation , Time scale , Quasilinearization
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2002
Journal title
Journal of Computational and Applied Mathematics
Record number
1551723
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