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This book is mainly an exposition of the author's works and his joint works with his former students on explicit representations of finite-dimensional simple Lie algebras, related partial differential equations, linear orthogonal algebraic…

Representation Theory · Mathematics 2016-01-29 Xiaoping Xu

A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…

Exactly Solvable and Integrable Systems · Physics 2014-11-14 Vivek M. Vyas , Rama Gupta , C. N. Kumar , Prasanta K. Panigrahi

In [10], R. Hamilton established a differential Harnack inequality for solutions to the Ricci flow with nonnegative curvature operator. We show that this inequality holds under the weaker condition that M x R^2 has nonnegative isotropic…

Differential Geometry · Mathematics 2008-09-25 S. Brendle

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…

Numerical Analysis · Computer Science 2019-03-19 V. Angelova , M. Hached , K. Jbilou

In this paper, the fractional projective Riccati expansion method is proposed to solve fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional Burgers equation, the space-time…

Solar and Stellar Astrophysics · Physics 2015-04-15 Emad A-B. Abdel-Salam , Eltayeb A. Yousif , Gmal F. Hassan

Partly inspired by Sato's theory of the Kadomtsev-Petviashvili (KP) hierarchy, we start with a quite general hierarchy of linear ordinary differential equations in a space of matrices and derive from it a matrix Riccati hierarchy. The…

Mathematical Physics · Physics 2009-11-13 Aristophanes Dimakis , Folkert Muller-Hoissen

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

We develop the complex scaling method for the Dirichlet Laplacian in a domain with asymptotically cylindrical end. We define resonances as discrete eigenvalues of non-selfadjoint operators, obtained as deformations of the selfadjoint…

Analysis of PDEs · Mathematics 2013-06-24 Victor Kalvin

In this note, we study the potential algebra for several models arising out of quantum mechanics with generalized uncertainty principle. We first show that the eigenvalue equation corresponding to the momentum-space Hamiltonian…

Quantum Physics · Physics 2019-10-02 Satoshi Ohya , Pinaki Roy

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We prove sharp analytic regularity and decay at infinity of solutions of variable coefficients nonlinear harmonic oscillators. Namely, we show holomorphic extension to a sector in the complex domain, with a corresponding Gaussian decay,…

Analysis of PDEs · Mathematics 2015-02-19 Marco Cappiello , Fabio Nicola

In a number of physically important cases, the nonholonomically (nonintegrable) constrained Ricci flows can be modelled by exact solutions of Einstein equations with nonhomogeneous (anisotropic) cosmological constants. We develop two…

Mathematical Physics · Physics 2009-02-17 Sergiu I. Vacaru

A simple and efficient variational method is introduced to accelerate the convergence of the eigenenergy computations for a Hamiltonian H with singular potentials. Closed-form analytic expressions in N dimensions are obtained for the matrix…

Mathematical Physics · Physics 2009-11-10 Nasser Saad , Richard L. Hall , Qutaibeh D. Katatbeh

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…

Dynamical Systems · Mathematics 2013-05-24 Augusto Ferrante , Lorenzo Ntogramatzidis

In this article we are interested for the numerical computation of spectra of non-self adjoint quadratic operators, in two and three spatial dimensions. Indeed, in the multidimensional case very few results are known on the location of the…

Numerical Analysis · Mathematics 2024-12-04 Fatima Aboud , François Jauberteau , Didier Robert

Covergent eigensolutions of the Dirac Equation for a relativistic electron in an external Coulomb potential are obtained using the Lanczos Algorithm. A tri-diagonal matrix representation of the Dirac Hamiltonian operator is constructed…

Mathematical Physics · Physics 2007-06-18 R. C. Andrew , H. G. Miller , G. D. Yen

The optimal control input for linear systems can be solved from algebraic Riccati equation (ARE), from which it remains questionable to get the form of the exact solution. In engineering, the acceptable numerical solutions of ARE can be…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Shengbo Wang , Shiping Wen , Kaibo Shi , Song Zhu , Tingwen Huang

We discuss the application of the Discrete Variable Representation to Schr\"odinger problems which involve singular Hamiltonians. Unlike recent authors who invoke transformations to rid the eigenvalue equation of singularities at the cost…

Chemical Physics · Physics 2007-05-23 Barry I. Schneider , Nicolai Nygaard

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…

Optimization and Control · Mathematics 2015-12-22 Kai Du