Explicit Solutions for a Riccati Equation from Transport Theory
Please always quote using this URN:urn:nbn:de:0296-matheon-4283
- We derive formulas for the minimal positive solution of a particular non-symmetric 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.
Author: | Volker Mehrmann, Hongguo Xu |
---|---|
URN: | urn:nbn:de:0296-matheon-4283 |
Referee: | Andreas Griewank |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2007/06/12 |
Release Date: | 2007/11/20 |
Tag: | |
Institute: | Technische Universität Berlin |
MSC-Classification: | 15-XX LINEAR AND MULTILINEAR ALGEBRA; MATRIX THEORY / 15Axx Basic linear algebra / 15A24 Matrix equations and identities |
65-XX NUMERICAL ANALYSIS / 65Fxx Numerical linear algebra / 65F15 Eigenvalues, eigenvectors | |
65-XX NUMERICAL ANALYSIS / 65Hxx Nonlinear algebraic or transcendental equations / 65H05 Single equations | |
82-XX STATISTICAL MECHANICS, STRUCTURE OF MATTER / 82Cxx Time-dependent statistical mechanics (dynamic and nonequilibrium) / 82C70 Transport processes | |
Preprint Number: | 418 |