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

• Main Authors: Rasedee, Ahmad Fadly Nurullah, Abdul Sathar, Mohammad Hasan, Deraman, Fatanah, Mohd Ijam, Hazizah, Suleiman, Mohamed, Saaludin, Nurashikin, Rakhimov, Abdumalik
• Format: Conference or Workshop Item
• Language: English
• Published: AIP Publishing 2016
• Online Access: http://psasir.upm.edu.my/id/eprint/57625/1/2%20point%20block%20backward%20difference%20method%20for%20solving%20Riccati%20type%20differential%20problems.pdf; http://psasir.upm.edu.my/id/eprint/57625/

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...