Research Article

An Effective Perturbation Iteration Algorithm for Solving Riccati Differential Equations

by  M. Khalid, Mariam Sultana, Faheem Zaidi, Uroosa Arshad
journal cover
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 111 - Issue 10
Published: February 2015
Authors: M. Khalid, Mariam Sultana, Faheem Zaidi, Uroosa Arshad
10.5120/19571-1361
PDF

M. Khalid, Mariam Sultana, Faheem Zaidi, Uroosa Arshad . An Effective Perturbation Iteration Algorithm for Solving Riccati Differential Equations. International Journal of Computer Applications. 111, 10 (February 2015), 1-5. DOI=10.5120/19571-1361

                        @article{ 10.5120/19571-1361,
                        author  = { M. Khalid,Mariam Sultana,Faheem Zaidi,Uroosa Arshad },
                        title   = { An Effective Perturbation Iteration Algorithm for Solving Riccati Differential Equations },
                        journal = { International Journal of Computer Applications },
                        year    = { 2015 },
                        volume  = { 111 },
                        number  = { 10 },
                        pages   = { 1-5 },
                        doi     = { 10.5120/19571-1361 },
                        publisher = { Foundation of Computer Science (FCS), NY, USA }
                        }
                        %0 Journal Article
                        %D 2015
                        %A M. Khalid
                        %A Mariam Sultana
                        %A Faheem Zaidi
                        %A Uroosa Arshad
                        %T An Effective Perturbation Iteration Algorithm for Solving Riccati Differential Equations%T 
                        %J International Journal of Computer Applications
                        %V 111
                        %N 10
                        %P 1-5
                        %R 10.5120/19571-1361
                        %I Foundation of Computer Science (FCS), NY, USA
Abstract

In the following study, a novel approach called the Perturbation Iteration Algorithm PIA has been proposed and subsequently adopted for deriving and solving the Riccati differential equation. This new Perturbation Iteration Method is efficient and has no requirement of a small parameter assumption as its earlier classical counterparts do. Some examples have been presented to exhibit how simply and efficiently the proposed method works. After deriving the exact solution of the Riccati equation, the capability and the simplicity of the proposed technique is clarified. A percentage error for each example has also been presented.

References
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Index Terms
Computer Science
Information Sciences
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Keywords

Perturbation Iteration Algorithm Riccati Differential Equation Analytical Approximation Convergence

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