Related papers: New integrability case for the Riccati equation
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…
We model the behaviour of a relativistic spherically symmetric shearing fluid undergoing gravitational collapse with heat flux. It is demonstrated that the governing equation for the gravitational behaviour is a Riccati equation. We show…
We use some properties of solutions of Riccati equation for establishing boundedness and stability criteria for solutions of second order linear ordinary differential equations. We show that the conditions on coefficients of the equations,…
We consider a damped impact oscillator subject to the action of a biharmonic force. The conditions for the existence and stability of almost periodic resonance solutions are investigated.
An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…
An abstract nonautonomous parabolic linear-quadratic regulator problem with very general final cost operator P_T is considered, subject to the same assumptions under which a classical solution of the associated differential Riccati equation…
We use the Riccati equation method with other ones to establish new oscillation and interval oscillation criteria for linear matrix Hamiltonian systems. We investigate the oscillation problem for linear matrix Hamiltonian systems in a new…
We discuss a method of constructing solution of the initial value problem for duffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems. A nonautonomous Burgers-type equation is also considered.
The biharmonic equation, as well as its nonlinear and inhomogeneous generalizations, plays an important role in engineering and physics. In particular the focusing biharmonic nonlinear Schr\"{o}dinger equation, and its standing wave…
Einstein equations for several matter sources in Robertson-Walker and Bianchi I type metrics, are shown to reduce to a kind of second order nonlinear ordinary differential equation $\ddot{y}+\alpha f(y)\dot{y}+\beta f(y)\int{f(y) dy}+\gamma…
In this paper, we investigate the integrability aspects of a physically important nonlinear oscillator which lacks sufficient number of Lie point symmetries but can be integrated by quadrature. We explore the hidden symmetry, construct a…
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…
We introduce the concept of Stieltjes integral of an operator-valued function with respect to the spectral measure associated with a normal operator. We give sufficient conditions for the existence of this integral and find bounds on its…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
The dynamical law obeyed by the one-dimensional physical systems in the scale relativity approach is reduced to a Riccati nonlinear differential equation. Applied to the harmonic oscillator potential, we show that such an approach permits…
For a second-order elliptic equation in divergence form we investigate conditions on the coefficients which imply that all solutions are Lipschitz continuous or differentiable at a given point. We assume the coefficients have modulus of…
A three-dimensional Riccati differential equation of complex quaternion-valued functions is studied. Many properties similar to those of the ordinary differential Riccati equation such that linearization and Picard theorem are obtained. Lie…
Writing the boundary integral equation for an exterior problem of elasticity is subordinate so far to hypotheses on the asymptotical behaviour at infinity of solutions. The sufficient conditions met in the literature are too restrictive and…
In this paper, we consider a variational formulation for the Dirichlet problem of the wave equation with zero boundary and initial conditions, where we use integration by parts in space and time. To prove unique solvability in a subspace of…
In this paper, we consider a class of important nonlinear elliptic equations $$\Delta u + a(x)u\log u + b(x)u = 0$$ on a collapsed complete Riemannian manifold and its parabolic counterpart under integral curvature conditions, where $a(x)$…