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A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

We address the study of controllability of a closed quantum system whose dynamical Lie algebra is generated by adjacency matrices of graphs. We characterize a large family of graphs that renders a system controllable. The key property is a…

Quantum Physics · Physics 2012-01-10 Chris Godsil , Simone Severini

Just as an explicit parameterisation of system dynamics by state, i.e., a choice of coordinates, can impede the identification of general structure, so it is too with an explicit parameterisation of system dynamics by control. However, such…

Optimization and Control · Mathematics 2014-06-16 Saber Jafarpour , Andrew D. Lewis

Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing regime switching governed by a Markov chain, we consider an…

Optimization and Control · Mathematics 2023-08-02 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

The coefficient algebra of a finite-dimensional Lie algebra on a finite-dimensional representation is defined as the subalgebra generated by all coefficients of the corresponding characteristic polynomial. We explore connections between…

Commutative Algebra · Mathematics 2025-11-14 Yin Chen , Runxuan Zhang

The assumed hardness of the Linear Code Equivalence problem (LCE) lies at the core of the security of the LESS signature scheme and other signature schemes with advanced functionalities. The LCE problem asks to determine whether two linear…

Algebraic Geometry · Mathematics 2026-04-08 Gessica Alecci , Giuseppe D'Alconzo

We geometrically describe optimal control problems in terms of Morse families in the Hamiltonian framework. These geometric structures allow us to recover the classical first order necessary conditions for optimality and the starting point…

Optimization and Control · Mathematics 2012-11-20 María Barbero-Liñán , David Iglesias Ponte , David Martín de Diego

In this paper, we consider the spectral theory of linear differential-algebraic equations (DAEs) for periodic DAEs in canonical form, i.e., \begin{equation*} J \frac{df}{dt}+Hf=\lambda Wf, \end{equation*} where $J$ is a constant…

Spectral Theory · Mathematics 2022-11-07 Bader Alshammari , Aaron Welters

For the classes of finite dimensional linear time-invariant semi-dissipative Hamiltonian ordinary differential equations and differential-algebraic equations, stability and hypocoercivity are discussed and related to concepts from control…

Classical Analysis and ODEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Volker Mehrmann

To control a quantum system via feedback, we generally have two options in choosing control scheme. One is the coherent feedback, which feeds the output field of the system, through a fully quantum device, back to manipulate the system…

Quantum Physics · Physics 2014-11-19 Naoki Yamamoto

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

We introduce the dual Koenigs lattices, which are the integrable discrete analogues of conjugate nets with equal tangential invariants, and we find the corresponding reduction of the fundamental transformation. We also introduce the notion…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 A. Doliwa , M. Nieszporski , P. M. Santini

A categorical approach to linear control systems is introduced. Feedback actions on linear systems arises as a symmetric monoidal category. Stable feedback isomorphisms generalize enlargement of pairs of matrices. Subcategory of locally…

Commutative Algebra · Mathematics 2013-06-06 Miguel V. Carriegos , Ángel Luis Muñoz Castañeda

Modern modeling languages for general physical systems, such as Modelica, Amesim, or Simscape, rely on Differential Algebraic Equations (DAEs), i.e., constraints of the form f(\dot{x},x,u)=0. This drastically facilitates modeling from first…

Programming Languages · Computer Science 2021-01-20 Albert Benveniste , Benoît Caillaud , Mathias Malandain

In many mathematical models of physical phenomenons and engineering fields, such as electrical circuits or mechanical multibody systems, which generate the differential algebraic equations (DAEs) systems naturally. In general, the feature…

Numerical Analysis · Computer Science 2015-06-15 Xiaolin Qin , Juan Tang , Yong Feng , Bernhard Bachmann , Peter Fritzson

Dynamic power system models are instrumental in real-time stability, monitoring, and control. Such models are traditionally posed as systems of nonlinear differential algebraic equations (DAEs): the dynamical part models generator…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Mohamad H. Kazma , Ahmad F. Taha

In this paper, we develop a manifestly geometric framework for equivariant manifold neural ordinary differential equations (NODEs) and use it to analyse their modelling capabilities for symmetric data. First, we consider the action of a Lie…

Machine Learning · Computer Science 2024-10-11 Emma Andersdotter , Daniel Persson , Fredrik Ohlsson

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

We present a method for parametrizing linear cosmological perturbations of theories of gravity, around homogeneous and isotropic backgrounds. The method is sufficiently general and systematic that it can be applied to theories with any…

General Relativity and Quantum Cosmology · Physics 2016-08-17 Macarena Lagos , Tessa Baker , Pedro G. Ferreira , Johannes Noller

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow