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On the solution of riccati matrix differential equations by an improved variational iteration scheme

Onwukwe Ijioma

Abstract

We consider the approximate solution to the iterative scheme and its convergence. Variational iteration method (VIM) is applied to the general solution form of the iterative approximate solutions and a new Variational iteration scheme is derived with an improved and higher rate of convergence to approximate solution after some few iterations. The modified method proved to accelerate the convergence to the exact solution, where a new correction functional is formulated by Lagrange multiplier.

Matrix Theory and AlgorithmsFractional Differential Equations SolutionsIterative Methods for Nonlinear EquationsLagrange multiplierMathematicsConvergence (economics)Scheme (mathematics)Applied mathematicsIterative methodMatrix (chemical analysis)Riccati equationRate of convergenceMathematical optimization
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References
Variational iteration method for autonomous ordinary differential systems
Applied Mathematics and Computation · 2000 · 1,082 citations
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