Title of article
Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution
Author/Authors
Sandra Fital، نويسنده , , Chun-Hua Guo، نويسنده , , 1، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2006
Pages
10
From page
648
To page
657
Abstract
We consider the initial value problem for a nonsymmetric matrix Riccati differential equation,
where the four coefficient matrices form an M-matrix. We show that for a wide range of initial
values the Riccati differential equation has a global solution X(t) on [0,∞) and X(t) converges to
the stable equilibrium solution as t goes to infinity.
2005 Elsevier Inc. All rights reserved.
Keywords
Stable equilibrium solution , Nonsymmetric algebraic Riccati equation , nonnegative solution , Nonsymmetric Riccati differential equation , Global solution
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2006
Journal title
Journal of Mathematical Analysis and Applications
Record number
934552
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