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
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
Journal title :
Journal of Computational and Applied Mathematics