Explicit Solutions for a Riccati Equation from Transport Theory
Issue Date
2008-10-16Author
Mehrmann, Volker
Xu, Hongguo
Publisher
Society for Industrial and Applied Mathematics
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
We derive formulas for the minimal positive solution of a particular nonsymmetric 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.
Description
This is the published version, also available here: http://dx.doi.org/10.1137/070708743.
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Citation
Mehrmann, Volker & Xu, Hongguo. "Explicit Solutions for a Riccati Equation from Transport Theory." (2008) SIAM. J. Matrix Anal. & Appl., 30(4), 1339–1357. (19 pages). http://dx.doi.org/10.1137/070708743.
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