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Related papers: The Riccati System and a Diffusion-Type Equation

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Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…

Dynamical Systems · Mathematics 2021-07-28 Pierre del Moral , Emma Horton

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…

Functional Analysis · Mathematics 2016-09-02 D. Z. Arov , M. A. Kaashoek , D. R. Pik

A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…

Mathematical Physics · Physics 2019-02-18 Caleb G. Wagner , Richard Beals

In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…

Mathematical Physics · Physics 2016-01-20 C. -L. Ho , C. -C. Lee

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

There has been considerable recent interest in solving non-local equations of motion which contain an infinite number of derivatives. Here, focusing on inflation, we review how the problem can be reformulated as the question of finding…

High Energy Physics - Theory · Physics 2009-02-23 D. J. Mulryne , N. J. Nunes

The differential Riccati equation appears in different fields of applied mathematics like control and system theory. Recently Galerkin methods based on Krylov subspaces were developed for the autonomous differential Riccati equation. These…

Numerical Analysis · Mathematics 2019-10-30 Maximilian Behr , Peter Benner , Jan Heiland

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued…

Probability · Mathematics 2020-02-04 Adrian N. Bishop , Pierre Del Moral

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…

Complex Variables · Mathematics 2017-10-05 Zhibo Huang , Ranran Zhang

The main objective of this paper is analysis of the initial-boundary value problems for the linear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type…

Analysis of PDEs · Mathematics 2023-04-18 Yuri Luchko , Masahiro Yamamoto

A generalization of the already studied transformations of the linear differential equation into a system of the first order equations is given. The proposed transformation gives possibility to get new forms of the N-dimensional system of…

Classical Analysis and ODEs · Mathematics 2018-04-20 M. I. Ayzatsky

We consider an initial-boundary value problem for the time-fractional diffusion equation. We prove the equivalence of two notions of weak solutions, viscosity solutions and distributional solutions.

Analysis of PDEs · Mathematics 2021-08-26 Yoshikazu Giga , Hiroyoshi Mitake , Shoichi Sato

For the system of second order quasilinear parabolic equations the problem of reducing them to the equations of diffusion type is considered. In non-degenerate case an effective algorithm for solving this problem is suggested.

Differential Geometry · Mathematics 2007-05-23 V. V. Dmitrieva , A. V. Gladkov , R. A. Sharipov

We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…

Analysis of PDEs · Mathematics 2019-05-02 Tokinaga Namba , Piotr Rybka

In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…

Analysis of PDEs · Mathematics 2024-11-11 Yuri Luchko , Masahiro Yamamoto

With a view to having further insight into the mathematical content of the non-Hermitian Hamiltonian associaterd with the diffusion-reaction (D-R) equation in one dimension, we investigate (a) the solitary wave solutions of certain types of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 R. S. Kaushal

Treating a boundary value problem in analytical fluid dynamics, translation of 2D steady Navier-Stokes equations to ordinary differential form leads to a second order equation of Riccati type. In the case of a compressible fluid with…

Classical Analysis and ODEs · Mathematics 2007-05-23 Gianluca Argentini

In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…

Analysis of PDEs · Mathematics 2012-05-08 Yuri Luchko