2 point block backward difference method for solving Riccati type differential problems

A two point block backward difference method is established to solve Riccati differential equations directly. Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at ev...

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Bibliographic Details
Main Authors: Rasedee, Ahmad Fadly Nurullah bin, Sathar, Mohammad Hasan bin Abdul, Deraman, Fatanah, Ijam, Hazizah Mohd, Suleiman, Mohamed bin, Saaludin, Nurashikin binti, Rakhimov, Abdumalik
Format: Conference Proceeding
Language:English
Subjects:
Coefficients
Differential equations
Mathematical analysis
Predictor-corrector methods
Online Access:Get full text
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Summary:A two point block backward difference method is established to solve Riccati differential equations directly. Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at every step change. The method requires calculating the integration coefficients only once in the beginning. The 2PBBD has an added advantage of a recurrence relationship between coefficients of different orders which provides a more elegant algorithm. The recurrence relationship between coefficients also reduces the computational cost.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.4965125