A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory
| العنوان: | A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory |
|---|---|
| المؤلفون: | Liang Bao, Yimin Wei, Yiqin Lin |
| المصدر: | IMA Journal of Numerical Analysis. 28:215-224 |
| بيانات النشر: | Oxford University Press (OUP), 2007. |
| سنة النشر: | 2007 |
| مصطلحات موضوعية: | Matrix difference equation, Algebraic solution, Differential equation, Applied Mathematics, General Mathematics, Mathematical analysis, MathematicsofComputing_NUMERICALANALYSIS, Linear-quadratic regulator, Algebraic Riccati equation, Computational Mathematics, Algebraic equation, symbols.namesake, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, Riccati equation, symbols, Newton's method, Computer Science::Databases, Mathematics |
| الوصف: | The non-symmetric algebraic Riccati equation arising in transport theory can be rewritten as a vector equation and the minimal positive solution of the non-symmetric algebraic Riccati equation can be obtained by solving the vector equation. In this paper, we apply the modified Newton method to solve the vector equation. Some convergence results are presented. Numerical tests show that the modified Newton method is feasible and effective, and outperforms the Newton method. |
| تدمد: | 1464-3642 0272-4979 |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_________::9429187997351f1ebd8b897cffe67037Test https://doi.org/10.1093/imanum/drm010Test |
| رقم الانضمام: | edsair.doi...........9429187997351f1ebd8b897cffe67037 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 14643642 02724979 |
|---|