Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II

This paper presents the non-linear generalization of a previous work on matrix differential models. It focusses on the construction of approximate solutions of first-order matrix differential equations Y(x)=f(x,Y(x)) using matrix-cubic splines. An estimation of the approximation error, an algorithm for its implementation and illustrative examples for Sylvester and Riccati matrix differential equations are given.