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

Citation

Rasedee, Ahmad Fadly Nurullah and Abdul Sathar, Mohammad Hasan and Deraman, Fatanah and Mohd Ijam, Hazizah and Suleiman, Mohamed and Saaludin, Nurashikin and Rakhimov, Abdumalik (2016) 2 point block backward difference method for solving Riccati type differential problems. In: 2nd International Conference on Mathematics, Engineering and Industrial Applications 2016 (ICoMEIA 2016), 10-12 Aug. 2016, Songkhla, Thailand. (pp. 1-8).

Abstract

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.

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Additional Metadata

Item Type:	Conference or Workshop Item (Paper)
Divisions:	Institute for Mathematical Research
DOI Number:	https://doi.org/10.1063/1.4965125
Publisher:	AIP Publishing
Keywords:	2 point block backward difference method; Riccati differential equations
Depositing User:	Nabilah Mustapa
Date Deposited:	24 Oct 2017 08:09
Last Modified:	24 Oct 2017 08:09
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1063/1.4965125
URI:	http://psasir.upm.edu.my/id/eprint/57625
Statistic Details:	View Download Statistic

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