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This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi

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…

Systems and Control · Computer Science 2017-04-12 Shibdas Roy , Ian R. Petersen

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…

Classical Analysis and ODEs · Mathematics 2025-09-03 G. A. Grigorian

Hamiltonian systems with linearly dependent constraints (irregular systems), are classified according to their behavior in the vicinity of the constraint surface. For these systems, the standard Dirac procedure is not directly applicable.…

High Energy Physics - Theory · Physics 2007-05-23 Olivera Miskovic , Jorge Zanelli

We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…

Numerical Analysis · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

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…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…

Dynamical Systems · Mathematics 2015-05-28 Abed Bounemoura

Three comparison criteria are obtained for second order Riccati equations. On the basis of these criteria some global existence theorems are proved mentioned equations. The results obtained are used to derive a non oscillation criterion for…

Classical Analysis and ODEs · Mathematics 2023-11-23 G. A. Grigorian

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…

Classical Analysis and ODEs · Mathematics 2023-02-03 G. A. Grigorian

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…

Accelerator Physics · Physics 2016-09-08 V. Balandin , H. Mais

We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An…

Numerical Analysis · Mathematics 2022-08-05 Candan Güdücü , Jörg Liesen , Volker Mehrmann , Daniel B. Szyld

We consider the relativistic generalization of the harmonic oscillator problem by addressing different questions regarding its classical aspects. We treat the problem using the formalism of Hamiltonian mechanics. A Lie algebraic technique…

Mathematical Physics · Physics 2012-09-14 D. Babusci , G. Dattoli , M. Quattromini , E. Sabia

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…

Optimization and Control · Mathematics 2015-05-20 Kevin Kissi

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…

Mathematical Physics · Physics 2009-01-15 Katherine M. Robertson , Nasser Saad

For many applications, critical information about system dynamics is encoded in associated eigenvalue problems that can be posed as linear Hamiltonian systems with suitable boundary conditions. Motivated by examples from hydrodynamics,…

Classical Analysis and ODEs · Mathematics 2025-10-27 Peter Howard , Alim Sukhtayev

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…

Functional Analysis · Mathematics 2019-07-15 Christian Wyss

This paper studies the oscillatory behavior of solutions to linear nonautonomous impulsive differential equations with piecewise constant arguments, including both advanced and delayed cases \[ x'(t) = a(t)x(t) + b(t)x([t-k]), \quad k \in…

Dynamical Systems · Mathematics 2026-03-31 Ricardo Torres Naranjo , Eugenio Trucco Vera , Özkan Öcal

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…

Probability · Mathematics 2012-03-20 Zhongmin Qian , Xun Yu Zhou

We investigate the problem of determining the Hamiltonian of a locally interacting open-quantum system. To do so, we construct model estimators based on inverting a set of stationary, or dynamical, Heisenberg-Langevin equations of motion…

Quantum Physics · Physics 2020-08-19 Eugene F. Dumitrescu , Pavel Lougovski