Related papers: Nonlinear Eigenvalue Approach to Differential Ricc…
We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…
Recently Rohleder proposed a new variational approach to an inequality between the Neumann and Dirichlet eigenvalues in the simply connected planar case using the language of classical vector analysis. Writing his approach in terms of…
In this paper, we introduce a new multiple-parameters (multi-index) extension of the Wright function that arises from an eigenvalue problem for a case of hyper-Bessel operator involving Caputo fractional derivatives. We show that by giving…
The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem i.e. H({{\psi}}){\psi} = E{\psi}. This new scheme is derived from a…
In this paper, we get estimates on the higher eigenvalues of the Dirac operator on locally reducible Riemannian manifolds, in terms of the eigenvalues of the Laplace-Beltrami operator and the scalar curvature. These estimates are sharp, in…
In that paper, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver $g$ is convex and has quadratic growth in its second variable: this is done by…
In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…
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…
Recently, a max-plus dual space fundamental solution semigroup for a class of difference Riccati equation (DRE) has been developed. This fundamental solution semigroup is represented in terms of the kernel of a specific max-plus linear…
We characterize the relationship between the singular values of a complex Hermitian (resp., real symmetric, complex symmetric) matrix and the singular values of its off-diagonal block. We also characterize the eigenvalues of an Hermitian…
In this article we further develop a perturbation approach to the Rayleigh--Ritz approximations from our earlier work. We both sharpen the estimates and extend the applicability of the theory to nonnegative definite operators . The…
The linear $\delta$ expansion (LDE) is applied to the Hamiltonian $H=(p^2 +m^2 x^2)/2 + igx^3$, which arises in the study of Lee-Yang zeros in statistical mechanics. Despite being non-Hermitian, this Hamiltonian appears to possess a real,…
We establish, for the first time, explicit a priori and regularity estimates for solutions of the Dirichlet problem for Hamilton-Jacobi-Bellman operators from stochastic control, whose principal half-eigenvalues have opposite signs. In…
We present several second-order linear differential equations that are associated to a particular Riccati equation with only one constant parameter in its coefficients through the technique of supersymmetric factorizations and through a…
Recently developed applications in the field of machine learning and computational physics rely on automatic differentiation techniques, that require stable and efficient linear algebra gradient computations. This technical note provides a…
We show how to reduce the nonlinear Wei-Norman equations, expressing the solution of a linear system of non-autonomous equations on a Lie algebra, to a hierarchy of matrix Riccati equations using the cominuscule induction. The construction…
For nonlinear differential-algebraic equations (DAEs), we define two kinds of equivalences, namely, the external and internal equivalence. Roughly speaking, the word "external" means that we consider a DAE (locally) everywhere and…
The solvability of equilibrium Riccati equations (EREs) plays a central role in the study of time-inconsistent stochastic linear-quadratic optimal control problems, because it paves the way to constructing a closed-loop equilibrium…
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…
In this paper we study a class of HJB equations which solve for equilibria for general time-inconsistent deterministic linear quadratic control problems within the intra-personal game theoretic framework, where the inconsistency arises from…