Related papers: Solutions for certain classes of Riccati different…
An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
A classical formula of Allwright on the general solution of a scalar differential equation is generalized to a system of differential equations by means of the Kronecker product.The Allwright formula is connected with the Riccati equation,…
We build an existence theory for nonoscillatory second order differential equations of the form (A) $(p(t)x')' = q(t)x, $ $p(t)$ and $q(t)$ being positive continuous functions on $[a,\infty)$, in which a crucial role is played by a pair of…
We study the existence of solutions of the non-linear differential equations on the compact Riemannian manifolds $(M^n,g), n\geq 2$, \Delta_p u + a(x)u^{p-1} = \lambda f(u,x), (E2) where $\Delta_p$ is the $p-$laplacian, with $1<p<n$. The…
The Riccati equation method is used to obtain a generalization of the Gronvall-Bellman lemma the obtained result is used to generalize a result of Lyapunov.
Using the Chiellini condition for integrability we derive explicit solutions for a generalized system of Riccati equations $\ddot{x}+\alpha x^{2n+1}\dot{x}+x^{4n+3}=0$ by reduction to the first-order Abel equation assuming the parameter…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
We study algebraic solutions of the Riccati equation over the field of rational functions $\mathbb C(t)$, and over the elliptic function field $\mathbb C(\wp,\wp^\prime)$.
Here is one of the results obtained in this paper: Let $\Omega\subset {\bf R}^n$ be a smooth bounded domain, let $q>1$, with $q<{{n+2}\over {n-2}}$ if $n\geq 3$ and let $\lambda_1$ be the first eigenvalue of the problem $$\cases{-\Delta…
The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…
Delay-differential equations are functional differential equations that involve shifts and derivatives with respect to a single independent variable. Some integrability candidates in this class have been identified by various means. For…
In this paper, we study the positive solutions to the following singular and non local elliptic problem posed in a bounded and smooth domain $\Omega\subset \R^N$, $N> 2s$: % \begin{eqnarray*} (P_\lambda)\left\{\begin{array}{lll}…
New integrability properties of a family of sequences of ordinary differential equations, which contains the Riccati and Abel chains as the most simple sequences, are studied. The determination of n generalized symmetries of the nth-order…
We consider the Ricatti equation in the context of population dynamics, quantum scattering and a more general context. We examine some exactly solvable cases of real life interest.
We obtain existence and global regularity estimates for gradients of solutions to quasilinear elliptic equations with measure data whose prototypes are of the form $-{\rm div} (|\nabla u|^{p-2} \nabla u)= \delta\, |\nabla u|^q +\mu$ in a…
A new parametrisation of the Eilenberger equations of superconductivity in terms of the solutions to a scalar differential equation of the Riccati type is introduced. It is shown that the quasiclassical propagator, and in particular the…
We consider a family of solutions of $q-$difference Riccati equation, and prove the meromorphic solutions of $q-$difference Riccati equation and corresponding second order $q-$difference equation are concerning with $q-$gamma function. The…
We introduce the notion of Differential Sequences of ordinary differential equations. This is motivated by related studies based on evolution partial differential equations. We discuss the Riccati Sequence in terms of symmetry analysis,…