English
Related papers

Related papers: A note on Riccati matrix difference equations

200 papers

We study a semilinear fractional-in-time Rayleigh-Stokes problem for a generalized second-grade fluid with a Lipschitz continuous nonlinear source term and initial data $u_0\in\dot{H}^\nu(\Omega)$, $\nu\in[0,2]$. We discuss stability of…

Numerical Analysis · Mathematics 2020-12-08 Mariam Al-Maskari , Samir Karaa

In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.

Classical Analysis and ODEs · Mathematics 2022-04-18 G. A. Grigorian

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Numerical Analysis · Mathematics 2026-02-23 Sebastian Franz , Natalia Kopteva

The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2011-08-02 Nail H. Ibragimov

In this article, we study the existence and uniqueness of a weak solution to the fractional single-phase lag heat equation. This model contains the terms $\cal{D}_t^\alpha(u_t)$ and $\cal{D}_t^\alpha u $ (with $\alpha \in(0,1)$), where…

Analysis of PDEs · Mathematics 2023-06-26 Frederick Maes , Karel Van Bockstal

A characteristic matrix function captures the spectral information of a bounded linear operator in a matrix-valued function. In this article, we consider a delay differential equation with one discrete time delay and assume this equation is…

Dynamical Systems · Mathematics 2022-01-31 Babette de Wolff

In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…

Optimization and Control · Mathematics 2020-09-01 Mikhail Gomoyunov

The discrete autonomous/non-autonomous Toda equations and the discrete Lotka-Volterra system are important integrable discrete systems in fields such as mathematical physics, mathematical biology and statistical physics. They also have…

Mathematical Physics · Physics 2016-03-08 Masato Shinjo , Yoshimasa Nakamura , Masashi Iwasaki , Koichi Kondo

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

Conformal field theories (CFT) play an important role in quantum field theories as they allow for exact studies that are hard to access without the conformal symmetries in place. A remarkable recent development is the application of…

Strongly Correlated Electrons · Physics 2021-03-17 Malthe Andersen , Frederik Nørfjand , Nikolaj Thomas Zinner

Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , James Yang , Zhou Zhou

Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…

Numerical Analysis · Mathematics 2017-04-12 Balázs Kovács , Christian Lubich

The Riccati equation method is used to establish some oscillatory criteria for the second order linear functional - differential equations of multiple terms with locally integrable coefficients. An interval oscillation criterion for the…

Classical Analysis and ODEs · Mathematics 2018-07-16 Gevorg Avagovich Grigorian

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to…

Dynamical Systems · Mathematics 2007-07-17 T Sengadir

This paper discusses a multi-term time-fractional delay differential equation in a real Hilbert space. An iterative scheme for a multi-term time-fractional differential equation is established using Rothe's method. The method of…

Numerical Analysis · Mathematics 2024-03-13 Areefa Khatoon , Abdur Raheem , Asma Afreen

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

We investigate an unconventional symmetry in time-periodically driven systems, the Floquet dynamical symmetry (FDS). Unlike the usual symmetries, the FDS gives symmetry sectors that are equidistant in the Floquet spectrum and protects…

Statistical Mechanics · Physics 2020-08-10 Koki Chinzei , Tatsuhiko N. Ikeda