Explicit Solutions for a Riccati Equation from Transport Theory | Zendy

Volker Mehrmann | Zendy; Hongguo Xu | Zendy

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Explicit Solutions for a Riccati Equation from Transport Theory

Author(s) -

Volker Mehrmann,

Hongguo Xu

Publication year - 2008

Publication title -

siam journal on matrix analysis and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.268

H-Index - 101

eISSN - 1095-7162

pISSN - 0895-4798

DOI - 10.1137/070708743

Subject(s) - mathematics , riccati equation , eigenvalues and eigenvectors , algebraic riccati equation , matrix (chemical analysis) , numerical analysis , mathematical analysis , differential equation , physics , materials science , quantum mechanics , composite material

We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to explore some new properties of the minimal positive solution and to derive fast and highly accurate numerical methods. Some numerical tests demonstrate the properties of the new methods.

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