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Related papers: A note on Riccati matrix difference equations

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We apply Runge-Kutta methods to linear partial differential-algebraic equations of the form $Au_t(t,x) + B(u_{xx}(t,x)+ru_x(t,x))+Cu(t,x) = f(t,x)$, where $A,B,C\in\R^{n,n}$ and the matrix $A$ is singular. We prove that under certain…

Numerical Analysis · Mathematics 2013-03-19 Kristian Debrabant , Karl Strehmel

In this contribution, a wave equation with a time-dependent variable-order fractional damping term and a nonlinear source is considered. Avoiding the circumstances of expressing the nonlinear variable-order fractional wave equations via…

Numerical Analysis · Mathematics 2023-07-17 Karel Van Bockstal , Mahmoud A. Zaky , Ahmed S. Hendy

Cavity optomechanics and electromechanics form an established field of research investigating the interactions between electromagnetic fields and the motion of quantum mechanical resonators. In many applications, linearised form of the…

Quantum Physics · Physics 2020-06-18 Iivari Pietikäinen , Ondřej Černotík , Radim Filip

Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…

Analysis of PDEs · Mathematics 2025-02-19 Tiago Augusto dos Santos Boza , Paulo Mendes de Carvalho Neto

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…

Numerical Analysis · Mathematics 2019-12-20 Fabio Camilli , Serikbolsyn Duisembay

The semidiscretization of a sound soft scattering problem modelled by the wave equation is analyzed. The spatial treatment is done by integral equation methods. Two temporal discretizations based on Runge-Kutta convolution quadrature are…

Numerical Analysis · Mathematics 2024-07-25 Jens Markus Melenk , Alexander Rieder

The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of systems of two first order linear two by two dimensional matrix differential equations. An integral and an interval oscillatory…

Classical Analysis and ODEs · Mathematics 2018-10-01 G. A. Grigorian

We revisit and extend the Riccati theory, unifying continuous-time linear-quadratic optimal permanent and sampled-data control problems, in finite and infinite time horizons. In a nutshell, we prove that:-- when the time horizon T tends to…

Optimization and Control · Mathematics 2020-02-12 Loïc Bourdin , Emmanuel Trélat

In this paper we mainly propose efficient and reliable numerical algorithms for solving stochastic continuous-time algebraic Riccati equations (SCARE) typically arising from the differential statedependent Riccati equation technique from…

Numerical Analysis · Mathematics 2023-12-04 Tsung-Ming Huang , Yueh-Cheng Kuo , Ren-Cang Li , Wen-Wei Lin

The purpose of this paper is to investigate several issues concerning the Dirac equation from a time-frequency analysis perspective. More precisely, we provide estimates in weighted modulation and Wiener amalgam spaces for the solutions of…

Analysis of PDEs · Mathematics 2020-08-05 S. Ivan Trapasso

Variable-order time-fractional wave equations provide a flexible model for wave phenomena with evolving memory effects and anomalous temporal dynamics. Their numerical approximation is challenging because the variable-order fractional…

Numerical Analysis · Mathematics 2026-05-26 Lu Zhang

Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…

Numerical Analysis · Mathematics 2025-03-12 Tara Stojimirovic , James Bremer

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

This study uses an associated Riccati equation to study the Ulam stability of non-autonomous linear differential vector equations that model the damped linear oscillator. In particular, the best (minimal) Ulam constants for these…

Classical Analysis and ODEs · Mathematics 2023-07-31 Douglas R. Anderson , Masakazu Onitsuka , Donal O'Regan

The engineering of new states of matter through Floquet driving has revolutionized the field of condensed matter physics. This technique enables the creation of hybrid topological states and ordered phases that are absent in normal systems.…

Strongly Correlated Electrons · Physics 2023-05-18 Christopher Sims

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

Higher-order and fractional discrete time crystals (DTCs) are exotic phases of matter where the discrete time translation symmetry is broken into higher-order and non-integer category. Generation of these unique DTCs has been widely studied…

This paper presents a numerical investigation of acoustic wave propagation in an obstacle with periodically time-modulated material parameters. We focus on the numerical construction of Floquet$-$Bloch solutions, which are quasi-periodic…

Numerical Analysis · Mathematics 2025-07-22 Jörg Nick , Ralf Hiptmair , Habib Ammari

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…

Numerical Analysis · Mathematics 2013-11-06 Sergio Blanes
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