Related papers: Oscillatory criteria for the hamiltonian systems
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
We use a new approach with a matrix transformation to obtain a new global solvability criterion for matrix Riccati equations. The proven theorem completes an well known result in directions of extension of classes of coefficient of…
We systematically analyze the nonlinear partial differential equation that determines the behaviour of a bounded radiating spherical mass in general relativity. Four categories of solution are possible. These are identified in terms of…
Using the Riccati transformation techniques, we will extend some almost oscillation criteria for the second-order nonlinear neutral difference equation with quasidifferences $$\Delta\left(r_n\left(\Delta \left(x_n+c…
A proposal for the Hamilton-Jacobi theory in the context of the covariant formulation of Hamiltonian systems is done. The current approach consists in applying Dirac's method to the corresponding action which implies the inclusion of…
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…
Some global existence criteria for quaternionic Riccati equations are established. Two of them are used to prove a completely non conjugation theorem for solutions of linear systems of ordinary differential equations.
The sensitivity of the evolution of quantum uncertainties to the choice of the initial conditions is shown via a complex nonlinear Riccati equation leading to a reformulation of quantum dynamics. This sensitivity is demonstrated for systems…
The Riccati equation method is used to establish Kamenev type conditions for the existence of oscillatory solutions to third order linear ordinary differential equations. Three oscillatory theorems are proved, which generalize the Lazer's…
An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different…
The Riccati equation method is used to establish a new comparison theorem for systems of two linear first order ordinary differential equation. This result is based on a, so called, concept of "null-classes", and is a generalization of…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…
We point out a rather effective approach for solving the time-dependent harmonic oscillator $\ddot q=-\omega^2 q$ under various regularity assumptions. Where $\omega(t )$ is $C^1$ this is reduced to Hamilton equation for the angle variable…
The harmonic oscillator Hamiltonian, when augmented by a non-Hermitian $\cal{PT}$-symmetric part, can be transformed into a Hermitian Hamiltonian. This is achieved by introducing a metric which, in general, renders other observables such as…
In this work we show how to complete some Hamilton-Jacobi solutions of linear, nonconservative classical oscillatory systems which appeared in the literature and we extend these complete solutions to the quantum mechanical case. In…
We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…
A new integrability condition of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ is presented. By introducing an auxiliary equation depending on a generating function $f(x)$, the general solution of the Riccati equation can be obtained if…
We determine the kind of parametric oscillators that are generated in the usual factorization procedure of second-order linear differential equations when one introduces a constant shift of the Riccati solution of the classical harmonic…