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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…

Numerical Analysis · Mathematics 2017-06-09 Matthew M. Lin , Chun-Yueh Chiang

We consider the question of diagonal Riccati stability for a pair of real matrices A, B. A necessary and sufficient condition for diagonal Riccati stability is derived and applications of this to two distinct cases are presented. We also…

Optimization and Control · Mathematics 2015-02-18 Alexander Aleksandrov , Oliver Mason

In this paper, applying the Newton method, we transform the complex continuous-time algebraic Riccati matrix equation into a Lyapunov equation. Then, we introduce an efficient general alternating-direction implicit (GADI) method to solve…

Numerical Analysis · Mathematics 2022-03-07 Shifeng Li , Kai Jiang Juan Zhang

We introduce a new tool to study the spectral type of rank one transformations using the method of central limit theorem for trigonometric sums. We get some new applications.

Dynamical Systems · Mathematics 2007-05-23 El Houcein El Abdalaoui

This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems.…

Mathematical Physics · Physics 2022-05-03 Manuel de León , Manuel Lainz , Asier López-Gordón

This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to…

Optimization and Control · Mathematics 2017-06-20 Lorenzo Ntogramatzidis , Augusto Ferrante

This paper is concerned with the convergence of a two-step modified Newton method for solving the nonlinear system arising from the minimal nonnegative solution of nonsymmetric algebraic Riccati equations from neutron transport theory. We…

Numerical Analysis · Mathematics 2025-07-22 Juan Liang , Yonghui Ling

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

This note presents a new equivalence to the Riemann Hypothesis by means of the Salem integral equation.

General Mathematics · Mathematics 2026-04-20 Benito J. González , Emilio R. Negrín

It is stated and proved a characterization theorem for Laguerre-Hahn orthogonal polynomials on non-uniform lattices. This theorem proves the equivalence between the Riccati equation for the formal Stieltjes function, linear first-order…

Classical Analysis and ODEs · Mathematics 2013-10-21 Amílcar Branquinho , Maria das Neves Rebocho

A generalised inverse scattering method has been developed for arbitrary n dimensional Lax equations. Subsequently, the method has been used to obtain N soliton solutions of a vector higher order nonlinear Schrodinger equation, proposed by…

solv-int · Physics 2009-10-31 Sasanka Ghosh , Sudipta Nandy

This is an introduction to the theory of disconjugacy for a second order linear differential equation. We give new proofs of some of basic results and obtain new sufficient conditions for disconjugacy (in particular, on the whole real…

Classical Analysis and ODEs · Mathematics 2008-12-01 V. Ya. Derr

In this paper we use the comparison method for investigation of first order polynomial differential equations. We prove two comparison criteria for these equations. The proved criteria we use to obtain some global solvability criteria for…

Classical Analysis and ODEs · Mathematics 2024-06-13 G. A. Grigorian

An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…

Mathematical Physics · Physics 2007-05-23 E. S. Cheb-Terrab , T. Kolokolnikov

The nonsymmetric T-Riccati equation is a quadratic matrix equation where the linear part corresponds to the so-called T-Sylvester or T-Lyapunov operator that has previously been studied in the literature. It has applications in…

Numerical Analysis · Mathematics 2020-03-10 Peter Benner , Davide Palitta

In this work, we use the Ricci flow approach to study the gap phenomenon of Riemannian manifolds with non-negative curvature and sub-critical scaling invariant curvature decay. The first main result is a quantitative Ricci flow existence…

Differential Geometry · Mathematics 2023-08-15 Pak-Yeung Chan , Man-Chun Lee

This paper studies the two-dimensional Euler-Poisson equations associated with either attractive or repulsive forces. We mainly study the Riccati system that governs the flow's gradient. Under a suitable condition, it is shown that the…

Analysis of PDEs · Mathematics 2020-09-02 Yongki Lee

The connection between the method of comparison equations (generalized WKB method) and the Ermakov-Pinney equation is established. A perturbative scheme of solution of the generalized Ermakov-Pinney equation is developed and is applied to…

Mathematical Physics · Physics 2010-11-02 A Kamenshchik , M Luzzi , G Venturi

Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…

Optimization and Control · Mathematics 2019-03-14 Yufang Cui , Anders Lindquist

We identify contact transformations which linearize the given equations in the Riccati and Abel chains of nonlinear scalar and coupled ordinary differential equations to the same order. The identified contact transformations are not of…

Exactly Solvable and Integrable Systems · Physics 2015-10-30 R. Gladwin Pradeep , V. K. Chandrasekar , R. Mohanasubha , M. Senthilvelan , M. Lakshmanan
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