共查询到17条相似文献,搜索用时 140 毫秒
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利用逆矩阵的Neumann级数形式,将在离散时间跳跃线性二次控制问题中遇到的含未知矩阵之逆的离散对偶代数Riccati方程(DCARE)转化为高次多项式矩阵方程组,然后采用牛顿算法求高次多项式矩阵方程组的异类约束解,并采用修正共轭梯度法求由牛顿算法每一步迭代计算导出的线性矩阵方程组的异类约束解或者异类约束最小二乘解,建立求DCARE的异类约束解的双迭代算法.双迭代算法仅要求DCARE有异类约束解,不要求它的异类约束解唯一,也不对它的系数矩阵做附加限定.数值算例表明,双迭代算法是有效的. 相似文献
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基于求线性代数方程组的共轭梯度法的思想,建立一种求Lyapunov矩阵方程的双反对称解的迭代算法,对任意给定的初始双反对称矩阵,算法能够在有限步迭代计算后得到矩阵方程的极小范数双反对称解,同时在上述解集中也可得出指定矩阵的最佳逼近双反称矩阵.数值算例表明,迭代算法是有效的. 相似文献
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利用交替投影算法求解矩阵方程AXB=C的广义中心对称解,当矩阵方程AXB=C不相容时,利用Dykstra's交替投影算法来求其广义中心对称解的最佳逼近,数值结果表明该方法是行之有效的. 相似文献
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An analytic study of the nonlinear Kolmogorov-Petrovskii-Piskunov (KPP) equation is presented in this paper. The Riccati equation method combined with the generalized extended $(G''/G)$-expansion method is an interesting approach to find more general exact solutions of the nonlinear evolution equations in mathematical physics. We obtain the traveling wave solutions involving parameters, which are expressed by the hyperbolic and trigonometric function solutions. When the parameters are taken as special values, the solitary and periodic wave solutions are given. Comparison of our new results in this paper with the well-known results are given. 相似文献
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提出一种求解线性矩阵方程AX+XB=C双对称解的迭代法.该算法能够自动地判断解的情况,并在方程相容时得到方程的双对称解,在方程不相容时得到方程的最小二乘双对称解.对任意的初始矩阵,在没有舍入误差的情况下,经过有限步迭代得到问题的一个双对称解.若取特殊的初始矩阵,则可以得到问题的极小范数双对称解,从而巧妙地解决了对给定矩... 相似文献
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In this paper, by introducing a definition of parameterized comparison
matrix of a given complex square matrix, the solvability of a parameterized class
of complex nonsymmetric algebraic Riccati equations (NAREs) is discussed. The
existence and uniqueness of the extremal solutions of the NAREs is proved. Some
classical numerical methods can be applied to compute the extremal solutions of the
NAREs, mainly including the Schur method, the basic fixed-point iterative methods,
Newton's method and the doubling algorithms. Furthermore, the linear convergence
of the basic fixed-point iterative methods and the quadratic convergence of Newton's
method and the doubling algorithms are also shown. Moreover, some concrete parameter selection strategies in complex number field for the doubling algorithms
are also given. Numerical experiments demonstrate that our numerical methods are
effective. 相似文献
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《Communications in Nonlinear Science & Numerical Simulation》2014,19(11):4037-4041
It is known that the simplest equation method is applied for finding exact solutions of autonomous nonlinear differential equations. In this paper we extend this method for finding exact solutions of non-autonomous nonlinear differential equations (DEs). We applied the generalized approach to look for exact special solutions of three Painlevé equations. As ODE of lower order than Painlevé equations the Riccati equation is taken. The obtained exact special solutions are expressed in terms of the special functions defined by linear ODEs of the second order. 相似文献
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Generalized method and its application in the higher-order nonlinear Schrodinger equation in nonlinear optical fibres 总被引:8,自引:0,他引:8
A generalized method, which is called the generally projective Riccati equation method, is presented to find more exact solutions of nonlinear differential equations based upon a coupled Riccati equation. As an application of the method, we choose the higher-order nonlinear Schrodinger equation to illustrate the method. As a result more new exact travelling wave solutions are found which include bright soliton solutions, dark soliton solution, new solitary waves, periodic solutions and rational solutions. The new method can be extended to other nonlinear differential equations in mathematical physics. 相似文献
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Chun-Hua Guo 《Numerical Functional Analysis & Optimization》2013,34(5):516-529
We start with a discussion of coupled algebraic Riccati equations arising in the study of linear-quadratic optimal control problems for Markov jump linear systems. Under suitable assumptions, this system of equations has a unique positive semidefinite solution, which is the solution of practical interest. The coupled equations can be rewritten as a single linearly perturbed matrix Riccati equation with special structures. We study the linearly perturbed Riccati equation in a more general setting and obtain a class of iterative methods from different splittings of a positive operator involved in the Riccati equation. We prove some special properties of the sequences generated by these methods and determine and compare the convergence rates of these methods. Our results are then applied to the coupled Riccati equations of jump linear systems. We obtain linear convergence of the Lyapunov iteration and the modified Lyapunov iteration, and confirm that the modified Lyapunov iteration indeed has faster convergence than the original Lyapunov iteration. 相似文献
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In this paper, a new generalized compound Riccati equations rational expansion method (GCRERE) is proposed. Compared with most existing rational expansion methods and other sophisticated methods, the proposed method is not only recover some known solutions, but also find some new and general complexiton solutions. Being concise and straightforward, it is applied to the (2+1)-dimensional Burgers equation. As a result, eight families of new exact analytical solutions for this equation are found. The method can also be applied to other nonlinear partial differential equations. 相似文献