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Solving Singularly Perturbed Riccati Equation with Mathematica

M. D. Mikhailov
Organization: Universidade Federal do Rio de Janeiro
Department: Mechanical Engineering Dept. - EE/COPPE/UFRJ
Journal / Anthology

Communications in Numerical Methods in Engineering
Year: 2003
Volume: 19
Page range: 433-440

An exponentially fitted finite-difference scheme of order one for singularly perturbed Riccati equation has been presented and tested on three problems in the journal (Selvakumar, K. Commun. Numer. Meth. Engng 1997: 13:1-12). This note demonstrates the superiority of Mathematica in solving the same problems.

*Mathematics > Calculus and Analysis > Differential Equations

Riccati equations, Mathematica