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Advanced type coupled matrix Riccati differential equation systems with Kronecker product. (English) Zbl 1193.34003
Summary: We consider a coupled matrix Riccati differential equation systems of advanced type, strongly coupled in its quadratic terms, and by the use of Kronecker products, we reduce it to an equation for which the successive method is applicable. Finally, we study an iterative scheme for solving the problem and obtaining the error bounds for the used scheme.
MSC:
34A05Methods of solution of ODE
34K07Theoretical approximation of solutions of functional-differential equations