• 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