Related papers: Consistent Riccati Expansion and Solvability
The intractability of any problem and the randomness of its solutions have an obvious intuitive connection. However, the challenge till now has been that there is no practical way to firmly establish if the solution to a problem is actually…
We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global…
The Riccati equation method is used to establish a new stability criteria for linear systems of ordinary differential equations. Two examples are presented in which the obtained result is compared with the results obtained by the Lyapunov…
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 describe the notion of stability of coherent systems as a framework to deal with redundancy. We define stable coherent systems and show how this notion can help the design of reliable systems. We demonstrate that the reliability of…
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…
Using a new metric for generating rotating solutions, we derive in a general fashion the solution of an imperfect fluid and that of its conformal homolog. We discuss the conditions that the stress-energy tensors and invariant scalars be…
In this paper, the discrete-time modified algebraic Riccati equation (MARE) is solved when the system model is completely unavailable. To achieve this, firstly a brand new iterative method based on the standard discrete-time algebraic…
We establish elliptic regularity for nonlinear inhomogeneous Cauchy-Riemann equations under minimal assumptions, and give a counterexample in a borderline case. In some cases where the inhomogeneous term has a separable factorization, the…
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 -…
Motivated by the prevalence of non-smooth, possibly non-periodic signals in real-world applications, the output regulation of linear systems subject to non-smooth non-periodic exogenous signals has emerged as a challenging problem. A…
Ten new exact solutions of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ are presented. The solutions are obtained by assuming certain relations among the coefficients $a(x)$, $b(x)$ and $c(x)$ of the Riccati equation, in the form of…
A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…
A large family of linear, usually overdetermined, systems of partial differential equations that admit a multiplication of solutions, i.e, a bi-linear and commutative mapping on the solution space, is studied. This family of PDE's contains…
The differential equations with piecewise constant argument (DEPCAs, for short) is a class of hybrid dynamical systems (combining continuous and discrete). In this paper, under the assumption that the nonlinear term is partially unbounded,…
Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…
We give a rank characterization of the solution set of algebraic Riccati inequality (ARI) for both controllable and uncontrollable systems. Assuming an existence of a solution of the corresponding algebraic Riccati equation (ARE), we…
We prove the instability of a ``critical'' solitary wave of the generalized Korteweg -- de Vries equation, the one with the speed at the border between the stability and instability regions. The instability mechanism involved is ``purely…
In a recent paper, Struwe considered the Cauchy problem for a class of nonlinear wave and Scr\"odinger equations. Under some assumptions on the nonlinearities, it was shown that uniqueness of classical solutions can be obtained in the much…
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…