Related papers: Unconditionnally stable scheme for Riccati equatio…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
In this paper we study the continuous dependence with respect to obstacles for obstacle problems with measure data. This is deeply investigated introducing a suitable type of convergence, which gives stability under very general hypotheses.…
In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…
We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent…
We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…
Efficient and unconditionally stable high order time marching schemes are very important but not easy to construct for nonlinear phase dynamics. In this paper, we propose and analysis an efficient stabilized linear Crank-Nicolson scheme for…
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under some mild assumptions and the framework of the…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
We are presenting a simple and numerical stable algorithm for the solution of the cone projection problem which is suitable for relative small data sets and for simulation purposes needed for convexity tests. Not even one pseudo-inverse…
We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear…
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…
In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…
In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…
We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…
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…
We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinitely many families of solutions. An analysis of these…
Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…
Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…