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 ev...
| Main Authors: | , , , , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/57625/ http://psasir.upm.edu.my/id/eprint/57625/1/2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati%20type%20differential%20problems.pdf |
| _version_ | 1848853418710401024 |
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| author | Rasedee, Ahmad Fadly Nurullah Abdul Sathar, Mohammad Hasan Deraman, Fatanah Mohd Ijam, Hazizah Suleiman, Mohamed Saaludin, Nurashikin Rakhimov, Abdumalik |
| author_facet | Rasedee, Ahmad Fadly Nurullah Abdul Sathar, Mohammad Hasan Deraman, Fatanah Mohd Ijam, Hazizah Suleiman, Mohamed Saaludin, Nurashikin Rakhimov, Abdumalik |
| author_sort | Rasedee, Ahmad Fadly Nurullah |
| building | UPM Institutional 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 | 2025-11-15T10:53:40Z |
| format | Conference or Workshop Item |
| id | upm-57625 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:53:40Z |
| publishDate | 2016 |
| publisher | AIP Publishing |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-576252017-10-24T08:09:18Z http://psasir.upm.edu.my/id/eprint/57625/ 2 point block backward difference method for solving Riccati type differential problems Rasedee, Ahmad Fadly Nurullah Abdul Sathar, Mohammad Hasan Deraman, Fatanah Mohd Ijam, Hazizah Suleiman, Mohamed Saaludin, Nurashikin Rakhimov, Abdumalik 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. AIP Publishing 2016 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/57625/1/2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati%20type%20differential%20problems.pdf 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). 10.1063/1.4965125 |
| spellingShingle | Rasedee, Ahmad Fadly Nurullah Abdul Sathar, Mohammad Hasan Deraman, Fatanah Mohd Ijam, Hazizah Suleiman, Mohamed Saaludin, Nurashikin 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 |
| url | http://psasir.upm.edu.my/id/eprint/57625/ http://psasir.upm.edu.my/id/eprint/57625/ http://psasir.upm.edu.my/id/eprint/57625/1/2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati%20type%20differential%20problems.pdf |