Convergence of an Iterative Technique for Algebraic Matrix Riccati Equations and Applications to Transport Theory

Juang Jonq, Zong Tsang Lin

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Abstract

. A monotone iterative technique is applied to a class of algebraic matrix Riccati equations that is satisfied by the reflection matrix for linear particle transport in a half-space. The convergence of the iteration as well as the rate of convergence are addressed. Moreover, we show theoretically and numerically that our iterative procedure, in general, is faster than that of Shimizu and Aoki.

Original languageEnglish
Pages (from-to)87-100
Number of pages14
JournalTransport Theory and Statistical Physics
Volume21
Issue number1-2
DOIs
StatePublished - 1 Feb 1992

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