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Solution of a nonsymmetric algebraic Riccati equation from a one-dimensional multistate transport model
Author(s) -
T. Li,
Eric King-wah Chu,
Jonq Juang,
W.-W. Lin
Publication year - 2011
Publication title -
ima journal of numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.672
H-Index - 66
eISSN - 1464-3642
pISSN - 0272-4979
DOI - 10.1093/imanum/drq034
Subject(s) - mathematics , riccati equation , diagonal , algebraic riccati equation , computation , algebraic number , algebraic equation , differential equation , newton's method , fixed point , set (abstract data type) , mathematical analysis , nonlinear system , algorithm , geometry , physics , quantum mechanics , computer science , programming language
For the steady-state solution of a differential equation from a one-dimensional multistate model in transport theory, we shall derive and study a nonsymmetric algebraic Riccati equation B− – XF− – F+X + XB+X = 0, where F± ≡ (I – F)D± and B± ≡ BD± with positive diagonal matrices D± and possibly low-ranked matrices F and B. We prove the existence of the minimal positive solution X* under a set of ph...

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