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We give a rank characterization of the solution set of algebraic Riccati inequality (ARI) for both controllable and uncontrollable systems. Assuming an existence of a solution of the corresponding algebraic Riccati equation (ARE), we…

Optimization and Control · Mathematics 2019-03-01 A. Sanand Amita Dilip , Harish K. Pillai

This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…

Numerical Analysis · Mathematics 2024-02-05 Matteo Losacco , Alberto Fossà , Roberto Armellin

We consider parabolic evolution equations with Lipschitz continuous and strongly monotone spatial operators. By introducing an additional variable, we construct an equivalent system where the operator is a Lipschitz continuous mapping from…

Numerical Analysis · Mathematics 2026-01-21 Nina Beranek , Robin Smeets , Rob Stevenson

This Note revisits the Leibnitz integral calculus method based on differentiation under the integral sign with respect to a parameter either already existing or introduced ad hoc. Through several cases exemplifying the method, it is shown…

History and Overview · Mathematics 2023-08-21 Jean-Luc Boulnois

We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type…

Numerical Analysis · Mathematics 2018-07-26 Peter Benner , Norman Lang

In our preceding paper, we have proposed an algorithm for obtaining finite-norm solutions of higher-order linear ordinary differential equations of the Fuchsian type [\sum_m p_m (x) (d/dx)^m] f(x) = 0 (where p_m is a polynomial with…

Numerical Analysis · Mathematics 2016-09-28 Fuminori Sakaguchi , Masahito Hayashi

In this paper, we mainly establish the existence of at least three non-trivial solutions for a class of nonhomogeneous quasilinear elliptic systems with Dirichlet boundary value or Neumann boundary value in a bounded domain…

Analysis of PDEs · Mathematics 2024-06-28 Xiaoli Yu , Xingyong Zhang

The Hilbert function of a module over a positively graded algebra is of quasi-polynomial type (Hilbert--Serre). We derive an upper bound for its grade, i.e. the index from which on its coefficients are constant. As an application, we give a…

Commutative Algebra · Mathematics 2007-05-23 Winfried Bruns , Bogdan Ichim

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

We extend the definition of algebraic entropy to semi-discrete (difference-differential) equations. Calculating the entropy for a number of integrable and non integrable systems, we show that its vanishing is a characteristic feature of…

Exactly Solvable and Integrable Systems · Physics 2015-06-05 D. K. Demskoi , C-M. Viallet

A general notion of a quasi-finite algebra is introduced as an algebra graded by the set of all integers equipped with topologies on the homogeneous subspaces satisfying certain properties. An analogue of the regular bimodule is introduced…

Quantum Algebra · Mathematics 2007-05-23 Atsushi Matsuo , Kiyokazu Nagatomo , Akihiro Tsuchiya

In this article, we propose an implicit finite difference scheme for a two-dimensional parabolic stochastic partial differential equation (SPDE) of Zakai type. The scheme is based on a Milstein approximation to the stochastic integral and…

Numerical Analysis · Mathematics 2018-11-29 Christoph Reisinger , Zhenru Wang

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

Second-order superintegrable systems in dimensions two and three are essentially classified. With increasing dimension, however, the non-linear partial differential equations employed in current methods become unmanageable. Here we propose…

Differential Geometry · Mathematics 2025-05-09 Jonathan Kress , Konrad Schöbel , Andreas Vollmer

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

A powerful method for solving non-linear first-order ordinary differential equations, which is based on geometrical understanding of the corresponding dynamics of the so called Lie systems, is developed. This method allows us not only to…

Mathematical Physics · Physics 2011-11-22 Jose F. Carinena , Janusz Grabowski , Javier de Lucas

By means of classical fixed point index, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of Hammerstein integral equations where the nonlinearities are allowed to…

Classical Analysis and ODEs · Mathematics 2017-12-08 Gennaro Infante , Feliz Minhós

Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…

Numerical Analysis · Mathematics 2021-02-19 Zhonggang Zeng

For a Dedekind domain $R$ with field of fractions $K$ a classical $R$-order in a semisimple $K$-algebra $A$ is an $R$-projective $R$-subalgebra $\Lambda$ of $A$ such that $K\Lambda=A$. We study differential graded $K$-algebras which are…

Rings and Algebras · Mathematics 2024-09-12 Alexander Zimmermann

In this paper we shall establish some regularity results of solutions of a class of fully nonlinear equations, with a first order term which is sub-linear. We prove local H\"older regularity of the gradient both in the interior and up to…

Analysis of PDEs · Mathematics 2013-05-01 I. Birindelli , F. Demengel