Related papers: Reducing graph subspaces and strong solutions to o…
We consider a bounded block operator matrix of the form $$ L=\left(\begin{array}{cc} A & B \\ C & D \end{array} \right), $$ where the main-diagonal entries $A$ and $D$ are self-adjoint operators on Hilbert spaces $H_{_A}$ and $H_{_D}$,…
We introduce a new concept of unbounded solutions to the operator Riccati equation $A_1 X - X A_0 - X V X + V^\ast = 0$ and give a complete description of its solutions associated with the spectral graph subspaces of the block operator…
In this paper we discuss the problem of decomposition for unbounded $2\times 2$ operator matrices by a pair of complementary invariant graph subspaces. Under mild additional assumptions, we show that such a pair of subspaces decomposes the…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
The variation of spectral subspaces for linear self-adjoint operators under an additive bounded off-diagonal perturbation is studied. To this end, the optimization approach for general perturbations in [J. Anal. Math., to appear;…
In this paper, we provide the following simple equivalent condition for a nonsymmetric Algebraic Riccati Equation to admit a stabilizing cone-preserving solution: an associated coefficient matrix must be stable. The result holds under the…
This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…
This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
Inspired by recent developments in the theory of stability results in the context of certain wave type phenomena, we discuss abstract damped hyperbolic type equations given in a block operator matrix form with regards to asymptotic…
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
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…
We obtain sufficient conditions that ensure block diagonalization (by a direct rotation) of sign-indefinite symmetric sesquilinear forms as well as the associated operators that are semi-bounded neither from below nor from above. In the…
We prove existence and uniqueness of the mild solution of an infinite dimensional, operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved…
We consider a J-self-adjoint 2x2 block operator matrix L in the Feshbach spectral case, that is, in the case where the spectrum of one main-diagonal entry is embedded into the absolutely continuous spectrum of the other main-diagonal entry.…
The problem of diagonalizing a class of complicated matrices, to be called ultrametric matrices, is investigated. These matrices appear at various stages in the description of disordered systems with many equilibrium phases by the technique…