Related papers: On the Solution of the Nonsymmetric T-Riccati Equa…
A numerical method is developed leading to algebraic systems based on generalized Lyapunov-Sylvester operators to approximate the solution of two-dimensional Kuramoto-Sivashinsky equation. It consists of an order reduction method and a…
We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…
We provide a systematic procedure to relate a three dimensional q-deformed oscillator algebra to the corresponding algebra satisfied by canonical variables describing noncommutative spaces. The large number of possible free parameters in…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
In order to determine the stationary distribution for discrete time quasi-birth-death Markov chains, it is necessary to find the minimal nonnegative solution of a quadratic matrix equation. We apply the Newton-Shamanskii method for solving…
The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…
When a physical system is modeled by a nonlinear function, the unknown parameters can be estimated by fitting experimental observations by a least-squares approach. Newton's method and its variants are often used to solve problems of this…
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…
The nonnegative rank of a nonnegative matrix is the minimum number of nonnegative rank-one factors needed to reconstruct it exactly. The problem of determining this rank and computing the corresponding nonnegative factors is difficult;…
A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…
Sylvester, Lyapunov, and algebraic Riccati equations are the bread and butter of control theorists. They are used to compute infinite-horizon Gramians, solve optimal control problems in continuous or discrete time, and design observers.…
In order to nd a non-negative solution to a system of inequalities, the corresponding dual problem is composed, which has a suitable unity basic matrix. In such a formulation, the objective function is replaced by set of constraints based…
We study point symmetries of the Robinson--Trautman equation. The cases of one- and two-dimensional algebras of infinitesimal symmetries are discussed in detail. The corresponding symmetry reductions of the equation are given. Higher…
In this paper is considered the differential equation Ric(g)=T, where Ric(g) is the Ricci tensor of the metric g and T is a rotational symmetric tensor on R^n. A new, geometric, proof of the existence of smooth solutions of this equation,…
In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…
Nonsymmetric Askey-Wilson polynomials are usually written as Laurent polynomials. We write them equivalently as 2-vector-valued symmetric Laurent polynomials. Then the Dunkl-Cherednik operator of which they are eigenfunctions, is…
We present a local convergence analysis of the Gauss-Newton-Kurchatov method for solving nonlinear least squares problems with a decomposition of the operator. The method uses the sum of the derivative of the differentiable part of the…
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…