A HYBRID ITERATIVE METHOD FOR A CLASS OF RICCATI EQUATIONS IN THE CRITICAL CASE

作者:Yu, Bo; Dong, Ning*; Wen, Feng-Hua; Chen, Xiao-Hong
来源:University Politehnica of Bucharest Scientific Bulletin-series A-applied Mathematics and Physics, 2015, 77(1): 21-34.

摘要

In this paper, we devise a hybrid nonlinear block splitting double Newton method to compute the minimal positive solution of a class of Riccati equations arising from transport theory. The overall convergence of our algorithm is established. Preliminary numerical experiments show the new presented method is very efficient for compute the desired solution of equations near or in the critical case.