Accurate numerical integration of stiff differential Riccati equations

摘要

In this paper, accurate numerical integration methods for four times continuously differentiable, coefficient, stiff, Riccati matrix differential equations are proposed. First a discrete numerical solution is constructed at a net of points of the predetermined existence interval using implicit one-step matrix methods. Finally, using linear B-spline matrix functions, a continuous numerical solution whose error is uniformly upper bounded by a prefixed error ɛ in the existence domain is constructed.