Schur techniques in invariant imbedding methods for solving two-point boundary value problems
- 1 December 1982
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Schur-type techniques for the solution of various types of Riccati equations by means of associated generalized eigenvalue/eigenvector problems are discussed. In the case of symmetric Riccati equations various aspects of an associated generalized Hamiltonian or symplectic structure are considered. The same generalized eigenvalue/eigenvector methodology carries through to the solution of nonsymmetric Riccati equations and is illustrated by application to invariant imbedding methods for solving two-point boundary value problems. Implicit differential equation problems are shown to give rise to "generalized" Riccati equations in both the symmetric and nonsymmetric case.Keywords
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