Related papers: Solutions for certain classes of Riccati different…
This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…
In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…
The nonstandard Lagrangian representations of Ricatti and Riccati-type equations that exist in the literature cannot be obtained using Helmholtz solution of the inverse problem. In this work we consider Riccati and higher-order Riccati…
Using N. Euler's theorem on the integrability of the general anharmonic oscillator equation \cite{12}, we present three distinct classes of general solutions of the highly nonlinear second order ordinary differential equation…
We construct Delaunay-type solutions for the fractional Yamabe problem with an isolated singularity $(-\Delta)^\gamma w = c_{n, \gamma} w^{\frac{n+2\gamma}{n-2\gamma}}, w>0 \ \mbox{in} \ \mathbb{R}^n \backslash \{0\}$ We follow a…
An asymptotic interation method for solving second-order homogeneous linear differential equations of the form y'' = lambda(x) y' + s(x) y is introduced, where lambda(x) \neq 0 and s(x) are C-infinity functions. Applications to Schroedinger…
The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…
A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…
The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of systems of two first order linear two by two dimensional matrix differential equations. An integral and an interval oscillatory…
In this paper we study properties of regular solutions of quaternionic Riccati equations. The obtained results we use for study of the asymptotic behavior of solutions of two first-order linear quaternionic ordinary differential equations.
We consider a closed cohomogeneity one Riemannian manifold $(M^n,g) $ of dimension $n\geq 3$. If the Ricci curvature of $M$ is positive, we prove the existence of infinite nodal solutions for equations of the form $-\Delta_g u + \lambda u =…
Let $R$ be a commutative complex unital semisimple Banach algebra with the involution $\cdot ^\star$. Sufficient conditions are given for the existence of a stabilizing solution to the $H^\infty$ Riccati equation when the matricial data has…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
We utilise recent results about the transcendental solutions to Riccati differential equations to provide a comprehensive description of the nature of the transcendental solutions to algebraic first order differential equations of genus…
Some properties of global solution of scalar Riccati equation are studied. On the basis of these properties using the Whiburn's and Leighton - Nehary's theorems some oscillatory and criteria are proved for second order linear systems of…
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
We introduce the Schlesinger transformations of the Gambier equation. The latter can be written, in both the continuous and discrete cases, as a system of two coupled Riccati equations in cascade involving an integer parameter n. In the…
We consider a general 1D matrix Schr\"odinger equation within a transfer matrix approach. For a quadratic kinetic term we discuss expressions for the local Green function in terms of solutions of equations of the Riccati type, and an…
Long time dynamics of solutions to the 6D energy critical heat equation $u_t=\Delta u+|u|^{p-1}u$ on $\R^6\times(0,\infty)$ is investigated. It is shown that there exists a radially symmetric global solution $u(x,t)\in C([0,\infty);\dot…
We define a new class of solutions to the WDVV associativity equations. This class is determined by the property that one of the commuting PDEs associated with such a WDVV solution is linearly degenerate. We reduce the problem of…