EXPLICIT SOLUTIONS FOR A RICCATI EQUATION FROM TRANSPORT THEORY

被引：29

作者：

Mehrmann, Volker ^{[1
]}

Xu, Hongguo ^{[2
]}

机构：

[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany

[2] Univ Kansas, Dept Math, Lawrence, KS 66045 USA

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2008年 / 30卷 / 04期

关键词：

nonsymmetric Riccati equation; secular equation; eigenvalues; minimal positive solution; Cauchy matrix; transport theory; quadrature formula;

D O I：

10.1137/070708743

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We derive formulas for the minimal positive solution of a particular nonsymmetric 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.

引用

页码：1339 / 1357

页数：19

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