Department of Mathematics & Statistics

Permanent URI for this communityhttps://hdl.handle.net/10294/339

Mathematics and Statistics are concerned with quantitative and geometric structure and form, and making inferences from limited information. Knowledge of mathematics and statistics has become indispensable in subjects as diverse as the traditional sciences, economics, administration, computer science, medicine and public policy. The Department has expertise and offers courses in the areas of algebra, analysis, geometry, graph theory, linear algebra, number theory, probability, statistics and topology.

To learn more about the department and its programs, visit the web site at: www.math.uregina.ca/


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Browsing Department of Mathematics & Statistics by Subject "Global solution"

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    A convergence result for matrix Riccati differential equations associated with M-matrices
    (2014-04-22) Guo, Chun-Hua; Yu, Bo
    The initial value problem for a matrix Riccati differential equation associated with an $M$-matrix is known to have a global solution $X(t)$ on $[0, \infty)$ when $X(0)$ takes values from a suitable set of nonnegative matrices. It is also known, except for the critical case, that as $t$ goes to infinity $X(t)$ converges to the minimal nonnegative solution of the corresponding algebraic Riccati equation. In this paper we present a new approach for proving the convergence, which is based on the doubling procedure and is also valid for the critical case. The approach also provides a way for solving the initial value problem and a new doubling algorithm for computing the minimal nonnegative solution of the algebraic Riccati equation.