COMPARING ONE-SHOT AND MULTI-SHOT METHODS FOR SOLVING PERIODIC RICCATI DIFFERENTIAL EQUATIONS1

One-shot methods and recently proposed multi-shot methods for computing stabilizing solutions of continuous-time periodic Riccati differential equations are examined and evaluated on two test problems: (i) a stabilization problem for an artificially constructed time-varying linear system for which the exact solution is known; (ii) a nonlinear stabilization problem for a devil stick juggling model along a periodic trajectory. The numerical comparisons are performed using both general purpose and symplectic integration methods for solving the associated Hamiltonian differential systems. In the multi-shot method a stable subspace is determined using recent algorithms for computing a reordered periodic real Schur form. The results show the increased accuracy achievable by combining multi-shot methods with structure preserving (symplectic) integration techniques.