Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II
Numerical Analysis
2007-10-23 v1
Abstract
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.
Cite
@article{arxiv.math/0612202,
title = {Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II},
author = {E. Defez and A. Hervas and L. Soler and M. M. Tung},
journal= {arXiv preprint arXiv:math/0612202},
year = {2007}
}
Comments
14 pages; submitted to Math. Comp. Modelling