Article ID Journal Published Year Pages File Type
4623731 Journal of Mathematical Analysis and Applications 2006 10 Pages PDF
Abstract

We consider the initial value problem for a nonsymmetric matrix Riccati differential equation, where the four coefficient matrices form an M-matrix. We show that for a wide range of initial values the Riccati differential equation has a global solution X(t) on [0,∞) and X(t) converges to the stable equilibrium solution as t goes to infinity.

Related Topics
Physical Sciences and Engineering Mathematics Analysis