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We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

Numerical Analysis · Mathematics 2020-01-14 Gerhard Kirsten , Valeria Simoncini

A new method named rational expansion method of exponent function is presented to find exact traveling wave solutions of differential-difference equations. This method generalizes the so-called tanh-method and other similar methods. Some…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Chengshi Liu

A q-difference analogue of the Painlev\'e III equation is considered. Its derivations, affine Weyl group symmetry, and two kinds of special function type solutions are discussed.

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Kenji Kajiwara , Kinji Kimura

In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…

Numerical Analysis · Mathematics 2020-04-13 Peter Benner , Zvonimir Bujanović , Patrick Kürschner , Jens Saak

This contribution presents an asymptotic formulation for the stick-slip behaviour of incomplete contacts under oscillatory variation of normal load, moment, shear load and differential bulk tension. The asymptotic description allows us not…

Soft Condensed Matter · Physics 2021-03-30 Hendrik Andresen , Rodolfo M. N. Fleury , Matthew R. Moore , David A. Hills

This paper shows that WKB wave function can be expressed in the form of an adiabatic expansion. To build a bridge between two widely invoked approximation schemes seems pedagogically instructive. Further "cubic-WKB" method that has been…

Quantum Physics · Physics 2021-06-08 Shinji Iida

We provide a set of counterexamples for the monotonicity of the Newton-Hewer method for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast with the Riccati difference equation.

Optimization and Control · Mathematics 2020-11-02 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

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 this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…

Classical Analysis and ODEs · Mathematics 2021-03-02 T. M. Dunster

It is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear abstract functional differential equations in both, the finite and infinite delay case. A generalization of the integral…

Dynamical Systems · Mathematics 2017-06-22 Josef Kreulich

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…

Mathematical Physics · Physics 2017-11-01 L. A. Markovich , R. Grimaudo , A. Messina , H. Nakazato

We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…

Fluid Dynamics · Physics 2017-01-23 Luiz M. Faria , Rodolfo R. Rosales

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…

Classical Analysis and ODEs · Mathematics 2014-01-03 Tiberiu Harko , Francisco S. N. Lobo , M. K. Mak

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…

Optimization and Control · Mathematics 2013-05-07 Jiongmin Yong

There is the paper by H. Tietze published in 1905 on differential transcendence of solutions of difference Riccati equations. In this paper, we clarify the essence of Tietze's treatment and make it purely algebraic. As an application, the…

Commutative Algebra · Mathematics 2018-07-03 Seiji Nishioka

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

We study positive solutions of the Yamabe equation with isolated singularity and prove the existence of solutions with prescribed asymptotic expansions near singular points and an arbitrarily high order of approximation.

Analysis of PDEs · Mathematics 2019-09-24 Qing Han , Yichao Li

The WKB approximation plays an essential role in the development of quantum mechanics and various important results have been obtained from it. In this paper, we introduce another method, {\it the so-called uniform asymptotic…

Quantum Physics · Physics 2020-07-01 Bao-Fei Li , Tao Zhu , Anzhong Wang