2 point block backward difference method for solving Riccati type differential problems

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

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Abstract

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.

Item Type:	Article (Journal)
Additional Information:	6741/53896
Uncontrolled Keywords:	Block backward, difference method, Riccati, differential problems
Subjects:	Q Science > QA Mathematics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Engineering > Department of Science
Depositing User:	Professor Abdumalik Rakhimov
Date Deposited:	06 Jan 2017 15:00
Last Modified:	20 Oct 2017 17:02
URI:	http://irep.iium.edu.my/id/eprint/53896

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