Solving Riccati differential equation using Adomian's decomposition method

Applied Mathematics and Computation

Volumn 157, Issue 2, 2004, Pages 503-514

  El Tawil, Magdy A ^a   Bahnasawi, Ahmed A ^a   Abdel Naby, Ahmed ^a  

^a CAIRO UNIVERSITY   (Egypt)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRAIC EQUATIONS; MULTISTAGE DECOMPOSITION METHOD; RICCATI DIFFERENTIAL EQUATION;

MATRIX ALGEBRA; NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; POLYNOMIALS; PROBLEM SOLVING; RUNGE KUTTA METHODS;

DIFFERENTIAL EQUATIONS;

EID: 4444374711     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2003.08.049     Document Type: Article

References (6)

1. Abbaoui K., Cherruault Y. Convergence of Adomian's method applied to differential equations. Comput. Math Appl. 28(5):1994;103-109.
2. Adomian G., Sibul L.H., Rach R. Coupled nonlinear stochastic differential equations. J. Math. Anal. Appl. 92:1983;427-434.
3. Adomian G. Solving Frontier Problems of Physics: The Decomposition Method. 1994;Kluwer, Boston, MA.
4. Anderson B.D., Moore J.B. Optimal Control-Linear Quadratic Methods. 1990;Prentice-Hall, New Jersey.
5. Cherruault Y. Convergence of Adomian's method. Kebernetes. 18:1989;31-38.
6. F. Dubois, A. Saïdi, Unconditionally stable scheme for Riccati equation, in: ESAIM Proceedings, vol. 8, 2000, pp. 39-52.