Related papers: Families of Solutions of Algebraic Riccati Equatio…
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…
In symmetric Hamiltonian systems, relative equilibria usually arise in continuous families. The geometry of these families in the setting of free actions of the symmetry group is well-understood. Here we consider the question for non-free…
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
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…
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.…
We establish several finiteness properties of groups defined by algebraic difference equations. One of our main results is that a subgroup of the general linear group defined by possibly infinitely many algebraic difference equations in the…
We show that if any four distinct solutions of a rational difference equation are algebraically independent, then any number of distinct solutions to the equation are independent. A nontrivial variant of this result is given for autonomous…
A family of one-dimensional multi-species reaction-diffusion processes on a lattice is introduced. It is shown that these processes are exactly solvable, provided a nonspectral matrix equation is satisfied. Some general remarks on the…
We present several families of nonlinear reaction diffusion equations with variable coefficients including Fisher-KPP and Burgers type equations. Special exact solutions such as traveling wave, rational, triangular wave and N-wave type…
The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…
The coupled Riccati equations are cosisted of multiple Riccati-like equations with solutions coupled with each other, which can be applied to depict the properties of more complex systems such as markovian systems or multi-agent systems.…
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…
We consider a closed cohomogeneity one Riemannian manifold $(M^n,g) $ of dimension $n\geq 3$. If the Ricci curvature of $M$ is positive, we prove the existence of infinite nodal solutions for equations of the form $-\Delta_g u + \lambda u =…
The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…
Master character of the multidimensional homogeneous Euler equation is discussed. It is shown that under restrictions to the lower dimensions certain subclasses of its solutions provide us with the solutions of various hydrodynamic type…
In this paper, we present formula solutions of a family of difference equations of higher order. We discuss the periodic nature of the solutions and we investigate the stability character of the equilibrium points. We utilize Lie symmetry…
In this short notes, we consider multiplicities of representations in general algebraic families, especially the upper semi-continuity of homological multiplicities and the locally constancy of Euler-Poincare numbers. This generalizes the…
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…
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under some mild assumptions and the framework of the…