Numerical Solution of Riccati Differential Equations by Using Hybrid Functions and Tau Method

A numerical method for Riccati equation is presented in this work. The method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The operational matrices of derivative and product of hybrid functions are presented. These matrices together with the tau method are then utilized to transform the differential equation into a system of algebraic equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.





References:
[1] W.T.Reid, Riccati Differential Equations, New York, USA: Academic
Press,1972.
[2] J. F. Carinena, G. Marmo , A. M. Perelomov, and M. F. Ranada, Related
operators and exact solutions of Schr¨odinger equations, International
Journal of Modern Physics A 13(1998) 4913-4929.
[3] S. Bittanti, P. Colaneri and G.O. Guardabassi, Periodic solutions of
periodic Riccati equations. IEEE Trans. Autom. Control, 29 (7) (1984)
665-667.
[4] B.D.O. Anderson,J.B. Moore, Optimal Filtering, Prentice-Hall, Englewood
Cliffs, NJ (1979).
[5] M.A.El-Tawil, A.A.Bahnasawi, A.Abdel-Naby, Solving Riccati differential
equation using Adomians decomposition method, Appl. math.
comput. 157(2004)503-514.
[6] P. Y. Tsai, C.K. Chen, An approximate analytic solutionof the nonlinear
Riccati differential equation, J.Franklin Inst. 347(2011)1850-1862.
[7] S.Abbasbandy, Homotopy perturbation method for quadratic Riccati differential
equation and comparison with Adomians decomposition method,
Appl. math. comput. 172(2006)485-490.
[8] S.Abbasbandy, Iterated He-s homotopy perturbation method for quadratic
Riccati equation, Appl. math. comput. 175(2006)581-589.
[9] S.Abbasbandy, A new application of He-s variational iteration method for
quardratic Riccati differential equation by using Adomian-s polynomials,
J. Comput. Appl. Math. 207(2007)59-63.
[10] M. G¨ulsu, M.Sezer, On the solution of the Riccati equation by the Taylor
matrix method, Appl. math. comput. 176(2006)414-421.
[11] F. Mohammadi, M.M. Hosseini, A comparative study of numerical
methods for quadratic Riccati differential equations, J.Franklin Inst.
348(2011)156-164.
[12] C. Yang, Numerical Solution of Nonlinear Fredholm Integrodifferential
Equations of Fractional Order by Using Hybrid of Block-Pulse Functions
and Chebyshev Polynomials, Mathematical Problems in Engineering, vol.
2011, Article ID 341989, 2011. doi:10.1155/2011/341989
[13] M. Sezer, M. Kaynak, Chebyshev polynomials solutions of linear differential
equations, Int. J. Math. Educ. Sci. Technol. 27(4) (1996) 607-618.
[14] C. Canuto, M.Y. Hussaini, A.Quarteroni, T.A. Zhang, Spectral Methods
on Fluid Dynamics, Springer-Verlag, New York, (1988).
[15] K.Maleknejad, M.Tavassoli Kajani, Solving linear integro-differential
equations system by Galerkin methods with hybrid functions, Appl.
Math. Comput. 159 , 603-612(2004).