Solution for nonlinear Riccati equation by block method
Abstract
A two-point block backward difference technique is established for solving nonlinear Riccati differential equations directly. The proposed method is coded using a variable order step size (VOS) algorithm. The advantage of the two-point block method is its programmability to implement parallel programming techniques. Combination of the block method and VOS algorithm allows for a significant reduction of computation cost in comparison to conventional methods. With an added advantage of the recursive relationship between integration coefficients of different orders, the proposed two-point block method provides efficient computation without loss of accuracy.
- Publication:
-
Mathematical Sciences as the Core of Intellectual Excellence (SKSM25)
- Pub Date:
- June 2018
- DOI:
- 10.1063/1.5041602
- Bibcode:
- 2018AIPC.1974b0071R