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Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II

Title: Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II
Authors: Defez, E.; Hervas, A.; Soler, L.; Tung, M. M.
Source: Math. Comp. Modelling 46 (5-6), pp. 657-669 (2007)
Publication Year: 2006
Collection: Mathematics
Subject Terms: Mathematics - Numerical Analysis
Description: This paper presents the non-linear generalization of a previous work on matrix differential models. It focusses on the construction of approximate solutions of first-order matrix differential equations Y'(x)=f(x,Y(x)) using matrix-cubic splines. An estimation of the approximation error, an algorithm for its implementation and illustrative examples for Sylvester and Riccati matrix differential equations are given.; Comment: 14 pages; submitted to Math. Comp. Modelling
Document Type: Working Paper
DOI: 10.1016/j.mcm.2006.11.027
Access URL: http://arxiv.org/abs/math/0612202
Accession Number: edsarx.math/0612202
Database: arXiv