Related papers: New integrability case for the Riccati equation
An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different…
The Riccati equation method is used to establish some new stability criteria for systems of two linear first-order ordinary differential equations. It is shown that two of these criteria in the two dimensional case imply the Routh -…
The coupled Riccati equations are cosisted of multiple Riccati-like equations with solutions coupled with each other, which can be applied to depict the properties of more complex systems such as markovian systems or multi-agent systems.…
We point out a rather effective approach for solving the time-dependent harmonic oscillator $\ddot q=-\omega^2 q$ under various regularity assumptions. Where $\omega(t )$ is $C^1$ this is reduced to Hamilton equation for the angle variable…
In this paper, we consider a generalized second order nonlinear ordinary differential equation of the form $\ddot{x}+(k_1x^q+k_2)\dot{x}+k_3x^{2q+1}+k_4x^{q+1}+\lambda_1x=0$, where $k_i$'s, $i=1,2,3,4$, $\lambda_1$ and $q$ are arbitrary…
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
A stable approach for integrating the impedance matrix in cylindrical, radial inhomogeneous structures is developed and studied. A Stroh-like system using the time-harmonic displacement-traction state vector is used to derive the Riccati…
Following the previous work [1], we investigate the impact of damping on the oscillation of smooth solutions to some kind of quasilinear wave equations with Robin and Dirichlet boundary condition. By using generalized Riccati transformation…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
We study the $T$-periodic solutions of the real Riccati differential equation $x' = x^2 + \gamma(t),$ where $x=x(t)$ and $\gamma$ is a $T$-periodic function. Our goal is to define a real-valued discriminant $\Delta_{\gamma}$ that determines…
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…
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.…
Delay-differential equations are functional differential equations that involve shifts and derivatives with respect to a single independent variable. Some integrability candidates in this class have been identified by various means. For…
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…
We associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…
For a general differential system $\dot x(t) = \sum_{d=1}^3 u_d(t)X_d$, where $X_d$ generates the simple Lie algebra of type $\mathfrak{a}_1$, we compute the explicit solution in terms of iterated integrals of products of $u_d$'s. As a…
Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…
The theme of this article is to provide some sufficient conditions for the asymptotic property and oscillation of all solutions of third-order half-linear differential equations with advanced argument of the form…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
The Riccati equation method is used to establish an oscillatory and a non oscillatory criteria for nonhomogeneous linear systems of two first-order ordinary differential equations. It is shown that the obtained oscillatory criterion is a…