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We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati…

Analysis of PDEs · Mathematics 2009-11-13 Kira V. Khmelnytskaya , Vladislav V. Kravchenko

In Riemannian geometry, the Ricci flow is the analogue of heat diffusion; a deformation of the metric tensor driven by its Ricci curvature. As a step towards resolving the problem of time in quantum gravity, we attempt to merge the Ricci…

General Relativity and Quantum Cosmology · Physics 2022-09-05 Mohammed Alzain

The main point of this paper is to present a class of equations over integers that one can check if they have a solution by checking a set of inequalities. The prototype of such equations is the equations appearing in the well-known…

Combinatorics · Mathematics 2014-06-18 Masood Aryapoor

A damped Newton's method to find a singularity of a vector field in Riemannian setting is presented with global convergence study. It is ensured that the sequence generated by the proposed method reduces to a sequence generated by the…

Optimization and Control · Mathematics 2018-07-20 M. A. A. Bortoloti , T. A. Fernandes , O. P. Ferreira , Jinyun Yuan

We prove a conjecture about the minimal nonnegative solutions of algebraic Riccati equations associated with reducible singular M-matrices. The result enhances our understanding of the behaviour of doubling algorithms for finding the…

Numerical Analysis · Mathematics 2015-03-26 Di Lu , Chun-Hua Guo

It is investigated how two (standard or generalized) $\lambda-$symmetries of a given second-order ordinary differential equation can be used to solve the equation by quadratures. The method is based on the construction of two commuting…

Classical Analysis and ODEs · Mathematics 2016-06-09 C. Muriel , J. L. Romero , A. Ruiz

Square grid circle patterns with prescribed intersection angles, mimicking holomorphic maps z^a and log(z) are studied. It is shown that the corresponding circle patterns are imbedded and described by special separatrix solutions of…

Complex Variables · Mathematics 2007-05-23 S. I. Agafonov

In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and completely different from the existing results for…

Probability · Mathematics 2023-11-14 Ying Hu , Xiaomin Shi , Zuo Quan Xu

As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…

Optimization and Control · Mathematics 2017-12-27 Huanshui Zhang , Juanjuan Xu

We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…

Optimization and Control · Mathematics 2024-01-23 Tsung-Ming Huang , Yueh-Cheng Kuo , Ren-Cang Li , Wen-Wei Lin

A new approach to the problem of group classification is applied to the class of first-order non-linear equations of the form $u_a u_a=F(t,u,u_t)$. It allowed complete solution of the group classification problem for a class of equations…

Mathematical Physics · Physics 2007-05-23 Roman O. Popovych , Irina A. Yehorchenko

A recent problem [B. Gardas, J. Math. Phys. 52, 042104 (2011)] concerning an antilinear solution of the Riccati equation is solved. We also exemplify that a simplification of the Riccati equation, even under reasonable assumptions, can lead…

Mathematical Physics · Physics 2012-01-19 Bartek Gardas , Zbigniew Puchala

N. Kishore, Proc. Amer. Math. Soc. 14 (1963), 523, considered the Rayleigh functions sigma_n, sums of the negative even powers of the (non-zero) zeros of the Bessel function J_nu(z) and provided a convolution type sum formula for finding…

Classical Analysis and ODEs · Mathematics 2016-09-07 Dharma P. Gupta , Martin E. Muldoon

In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…

Numerical Analysis · Mathematics 2020-04-13 Peter Benner , Zvonimir Bujanović , Patrick Kürschner , Jens Saak

We generalize the classical mean value theorem of differential calculus by allowing the use of a Caputo-type fractional derivative instead of the commonly used first-order derivative. Similarly, we generalize the classical mean value…

Classical Analysis and ODEs · Mathematics 2018-01-29 Kai Diethelm

We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.

High Energy Physics - Theory · Physics 2007-05-23 B. M. Pimentel , R. G. Teixeira

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

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…

Numerical Analysis · Mathematics 2024-04-19 Juan Zhang , Wenlu Xun

The method of brackets is an efficient method for the evaluation of a large class of definite integrals on the half-line. It is based on a small collection of rules, some of which are heuristic. The extension discussed here is based on the…

Classical Analysis and ODEs · Mathematics 2017-07-28 Ivan Gonzalez , Karen Kohl , Lin Jiu , Victor H. Moll

This paper deals with the comparison of two common types of equivalence groups of differential equations, and this gives rise to a number of results presented in the form of theorems. It is shown in particular that one type can be…

Differential Geometry · Mathematics 2011-10-28 J. C. Ndogmo