Related papers: A note on Riccati matrix difference equations
We solve a family of fractional Riccati differential equations with constant (possibly complex) coefficients. These equations arise, e.g., in fractional Heston stochastic volatility models, that have received great attention in the recent…
Our aim in this paper is twofold. Firstly, we develop a new asymptotic theory for Floquet exponents. We consider a linear system of differential equations with a time-periodic coefficient matrix. Assuming that the coefficient matrix depends…
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
In this paper we provide a version of the Floquet's theorem to be applied to any second order difference equations with quasi-periodic coefficients. To do this we extend to second order linear difference equations with quasi-periodic…
In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We…
The existence of a semiconjugate relation permits the transformation of a higher order difference equation on a group into an equivalent triangular system of two difference equations of lower orders. Introducing time-dependent form…
In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…
We study well posedness of time--dependent Hamilton--Jacobi equations on a network, coupled with a continuous initial datum and a flux limiter. We show existence and uniqueness of solutions as well as stability properties. The novelty of…
The objective of this work is to present the existence result of for the non- steady compressible Navier-Stokes equations via time discretization. We consider the two-dimensional case with a slip boundary conditions. First, the existence of…
Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…
In this paper we treat the time evolution of unitary elements in the N level system and consider the reduced dynamics from the unitary group U(N) to flag manifolds of the second type (in our terminology). Then we derive a set of…
An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati…
We analytically derive novel explicit integral representations for the solution of nonhomogeneous initial-boundary-value problems for a large category of evolution partial differential equations of Sobolev-Galpern type with generic…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…
We study fluctuations of the Wigner time delay for open (scattering) systems which exhibit mixed dynamics in the classical limit. It is shown that in the semiclassical limit the time delay fluctuations have a distribution that differs…
Discrete time crystals are a recently proposed and experimentally observed out-of-equilibrium dynamical phase of Floquet systems, where the stroboscopic evolution of a local observable repeats itself at an integer multiple of the driving…