Numerical integration of the differential Riccati equation and some related issues

Symplectic Methods for the Solution to Riccati Matrix Equations Relatedto Macroeconomic Models

Computational Economics

Brief paper: Computing the L2 gain for linear periodic continuous-time systems

Automatica (Journal of IFAC)

Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations

Computers & Mathematics with Applications

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Journal of Computational and Applied Mathematics

Numerical integration of the differential riccati equation: a high performance computing approach

VECPAR'04 Proceedings of the 6th international conference on High Performance Computing for Computational Science

Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs

Applied Numerical Mathematics

Magnus integrators for solving linear-quadratic differential games

Journal of Computational and Applied Mathematics

Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations

Mathematical and Computer Modelling: An International Journal

Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations

Mathematical and Computer Modelling: An International Journal

Speeding up solving of differential matrix Riccati equations using GPGPU computing and MATLAB

Concurrency and Computation: Practice & Experience