2 point block backward difference method for solving Riccati type differential problems
2 point block backward difference method for solving Riccati type differential problems
A two point block backward difference method is established to solve Riccati differential equations directly. Based on a predictor-corrector two point block backward difference method (2PBBD), a code is developed using a set of integration coefficients that eliminates the need to be calculated at every step change. The method requires …