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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| Language: | English English |
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American Institute of Physics Inc.
2016
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| Online Access: | http://irep.iium.edu.my/53896/ 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 |
| _version_ | 1848784309900541952 |
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| 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 |
| building | IIUM Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T16:35:12Z |
| format | Article |
| id | iium-53896 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-14T16:35:12Z |
| publishDate | 2016 |
| publisher | American Institute of Physics Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-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 PeerReviewed 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 |
| 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 |
| title | 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_short | 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 |
| topic | QA Mathematics |
| url | http://irep.iium.edu.my/53896/ http://irep.iium.edu.my/53896/ http://irep.iium.edu.my/53896/ 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 |