Related papers: Two standard methods for solving the Ito equation
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…
This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of…
Reciprocal space methods for solving Poisson's equation for finite charge distributions are investigated. Improvements to previous proposals are presented, and their performance is compared in the context of a real-space density functional…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…
The Riccati equation method is used to establish oscillation and non-oscillation criteria for second order linear nonhomogeneous functional-differential equations.We show that the obtained oscillation criterion is a generalization of J. S.…
We present new methods to solve the Riemann problem both exactly and approximately for general equations of state (EoS) to facilitate realistic modeling and understanding of astrophysical flows. The existence and uniqueness of the new exact…
We propose two methods to obtain exact solutions for the Almgren-Chriss model about optimal execution of portfolio transactions. In the first method we rewrite the Almgren-Chriss equation and find two exact solutions. In the second method,…
We establish an explicit formula for the general solution of the Benjamin-Ono equation on the torus and on the line. Contents 1. Introduction 1 1.1. The Benjamin-Ono equation 1 1.2. The Lax pair 2 1.3. The explicit formula on the torus 3…
This article introduces a certain class of stochastic processes, which we suggest to call mild Ito processes, and a new - somehow mild - Ito type formula for such processes. Examples of mild Ito processes are mild solutions of SPDEs and…
In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
The method of simplest equation is applied for analysis of a class of lattices described by differential-difference equations that admit traveling-wave solutions constructed on the basis of the solution of the Riccati equation. We denote…
The following optimization problem is considered. For a linear vector Ito equation. it is required to find an optimal deterministic control vector which minimizes a quadratic the functional. A necessary and sufficient condition for the…
We first investigate properties of M-tensor equations. In particular, we show that if the constant term of the equation is nonnegative, then finding a nonnegative solution of the equation can be done by finding a positive solution of a…
Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…
Hypergeometric solutions to the q-Painlev\'e equations are constructed by direct linearization of disrcrete Riccati equations. The decoupling factors are explicitly determined so that the linear systems give rise to q-hypergeometric…
Starting with a Riccati equation solved by hypergeometric functions, some sequences of rational solutions to Painleve' VI are obtained.
After Abel Ruffini theorem and Galois Theory the search for a method or formula to solve quintic equation ends. This paper discuss about the radical solution of quintic equation using a method that could be proved in some simple steps. A…
Radiative transfer (RT) problems in which the source function includes a scattering-like integral are typical two-points boundary problems. Their solution via differential equations implies to make hypotheses on the solution itself, namely…
In this paper, two parallel methods for solving systems of accretive operator equations in Banach spaces are studied. The convergence analysis of the methods in both free-noise and noisy data cases is provided.