Publication: The Solution Of Riccati Type Differential Equation By Means Of Variable Order Variable Stepsize Backward Difference Method
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Date
2016
Journal Title
Journal ISSN
Volume Title
Publisher
International Scientific Publications and Consulting Services
Abstract
In this article a variable order variable step size technique in backwards difference form is used to solve nonlinear Riccati differential equations directly. The method proposed requires calculating the integration coefficients only once at the beginning, in contrast to current divided difference methods which calculate integration coefficients at every step change. Numerical results will show that the variable order variable step size technique reduces computational cost in terms of total steps without effecting accuracy.
Description
Keywords
Backward difference, Direct integration, RDEs, Variable Order Stepsize
Citation
Rasedee, Ahmad Fadly Nurullah and Suleiman, Mohamed and Ahmadian, Ali and Ibrahim, Zarina Bibi and Othman, Khairil Iskandar and Rakhimov, Abdumalik (2016) The solution of Riccati type differential equation by means of variable step size backward difference methods. Journal of Soft Computing and Applications, 2016 (1). pp. 35-42. ISSN 2195-576X