ON THE DISCRETIZATION OF GENERALIZED RICCATI DIFFERENTIAL-EQUATIONS WITH CONSTANT-COEFFICIENTS

被引：1

作者：

BERG, L ^{[1
]}

机构：

[1] UNIV ROSTOCK,FACHBEREICH MATH,O-2500 ROSTOCK,GERMANY

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1993年 / 47卷 / 03期

关键词：

RICCATI EQUATIONS; TRAPEZOIDAL RULE; INVARIANT INTEGRALS;

D O I：

10.1016/0377-0427(93)90057-I

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Systems of linear and quadratic differential equations with constant coefficients are approximated by means of a modified trapezoidal rule. In particular, we consider cases where a quadratic or cubic integral exists which remains completely or approximately invariant. The paper ends with an explicit solution of a nonlinear recursion.

引用

页码：277 / 283

页数：7

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