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2 point block backward difference method for solving Riccati type differential problems

A two point block backward difference method is established to solve Riccati differential equations directly.Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at eve...

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Main Authors: Rasedee, Ahmad Fadly Nurullah, Abdul Sathar, Mohammad Hasan, Deraman, Fatanah, Rakhimov, Abdumalik
Format: Article
Language:English
English
Published: American Institute of Physics Inc. 2016
Subjects:
QA Mathematics
Online Access:http://irep.iium.edu.my/53896/1/1.4965125.pdf
http://irep.iium.edu.my/53896/7/53896_2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati_SCOPUS.pdf
http://irep.iium.edu.my/53896/
http://aip.scitation.org/toc/apc/1775/1?expanded=1775
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spelling my.iium.irep.538962017-10-20T09:02:06Z http://irep.iium.edu.my/53896/ 2 point block backward difference method for solving Riccati type differential problems Rasedee, Ahmad Fadly Nurullah Abdul Sathar, Mohammad Hasan Deraman, Fatanah Rakhimov, Abdumalik QA Mathematics A two point block backward difference method is established to solve Riccati differential equations directly.Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at every step change. The method requires calculating the integration coefficients only once in the beginning. The 2PBBD has an added advantage of a recurrence relationship between coefficients of different orders which provides a more elegant algorithm. The recurrence relationship between coefficients also reduces the computational cost. American Institute of Physics Inc. 2016-10 Article REM application/pdf en http://irep.iium.edu.my/53896/1/1.4965125.pdf application/pdf en http://irep.iium.edu.my/53896/7/53896_2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati_SCOPUS.pdf Rasedee, Ahmad Fadly Nurullah and Abdul Sathar, Mohammad Hasan and Deraman, Fatanah and Rakhimov, Abdumalik (2016) 2 point block backward difference method for solving Riccati type differential problems. AIP Conference Proceedings, 1775 (1). 030005-1-030005-8. ISSN 0094-243X http://aip.scitation.org/toc/apc/1775/1?expanded=1775 doi: 10.1063/1.4965125
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
English
topic QA Mathematics
spellingShingle QA Mathematics
Rasedee, Ahmad Fadly Nurullah
Abdul Sathar, Mohammad Hasan
Deraman, Fatanah
Rakhimov, Abdumalik
2 point block backward difference method for solving Riccati type differential problems
description A two point block backward difference method is established to solve Riccati differential equations directly.Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at every step change. The method requires calculating the integration coefficients only once in the beginning. The 2PBBD has an added advantage of a recurrence relationship between coefficients of different orders which provides a more elegant algorithm. The recurrence relationship between coefficients also reduces the computational cost.
format Article
author Rasedee, Ahmad Fadly Nurullah
Abdul Sathar, Mohammad Hasan
Deraman, Fatanah
Rakhimov, Abdumalik
author_facet Rasedee, Ahmad Fadly Nurullah
Abdul Sathar, Mohammad Hasan
Deraman, Fatanah
Rakhimov, Abdumalik
author_sort Rasedee, Ahmad Fadly Nurullah
title 2 point block backward difference method for solving Riccati type differential problems
title_short 2 point block backward difference method for solving Riccati type differential problems
title_full 2 point block backward difference method for solving Riccati type differential problems
title_fullStr 2 point block backward difference method for solving Riccati type differential problems
title_full_unstemmed 2 point block backward difference method for solving Riccati type differential problems
title_sort 2 point block backward difference method for solving riccati type differential problems
publisher American Institute of Physics Inc.
publishDate 2016
url http://irep.iium.edu.my/53896/1/1.4965125.pdf
http://irep.iium.edu.my/53896/7/53896_2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati_SCOPUS.pdf
http://irep.iium.edu.my/53896/
http://aip.scitation.org/toc/apc/1775/1?expanded=1775
_version_ 1643614438981369856
score 13.211869

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