Explicit Solutions for a Riccati Equation from Transport Theory

نویسندگان

  • Volker Mehrmann
  • Hongguo Xu
چکیده

Abstract We derive formulas for the minimal positive solution of a particular non-symmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to explore some new properties of the minimal positive solution and to derive fast and highly accurate numerical methods. Some numerical tests demonstrate the properties of the new methods.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 30  شماره 

صفحات  -

تاریخ انتشار 2008