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In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…

Optimization and Control · Mathematics 2026-03-24 Prasanthan Rajasingam , Jianhong Xu

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

Riccati's differential equation is formulated as abstract equation in finite or infinite dimensional Banach spaces. Since the Riccati's differential equation with the Cole-Hopf transform shows a relation between the first order evolution…

Functional Analysis · Mathematics 2025-01-29 Yoritaka Iwata

The article presents a rather surprising Floquet-type representation of time-varying transition matrices associated with a class of nonlinear matrix differential Riccati equations. The main difference with conventional Floquet theory comes…

Optimization and Control · Mathematics 2021-06-23 Adrian N. Bishop , Pierre Del Moral

In a previous paper we showed that static spherically symmetric objects which, in the vicinity of their surface, are well-described by a polytropic equation of state with 3/2<Gamma<2 exhibit a curvature singularity in Palatini f(R) gravity.…

General Relativity and Quantum Cosmology · Physics 2008-11-26 E. Barausse , T. P. Sotiriou , J. C. Miller

We complete the proof of Proposition 5.3 of [GJR04].

Number Theory · Mathematics 2019-05-23 David Ginzburg , Dihua Jiang , Baiying Liu , Stephen Rallis

It is demonstrated that remarks and criticism in work [1] (arXiv:1005.2436 nucl-th) have resulted from inattentive reading of work [2] (Phys. Rev.C 81, 035501 (2010)) or just some misunderstanding and do not influence conclusions of work…

Nuclear Experiment · Physics 2010-06-04 A. S. Barabash

One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…

Optimization and Control · Mathematics 2016-11-28 Qi Lu , Tianxiao Wang , Xu Zhang

The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…

Classical Analysis and ODEs · Mathematics 2023-06-07 Nikita Nikolaev

As the first step for approaching the uniqueness and blowup properties of the solutions of the stochastic wave equations with multiplicative noise, we analyze the conditions for the uniqueness and blowup properties of the solution…

Probability · Mathematics 2017-02-27 Alejandro Gomez , Jong Jun Lee , Carl Mueller , Eyal Neuman , Michael Salins

An erroneous interpretation of the hydrodynamical results led to an incorrect determination of the fallback masses in Ugliano et al. (2012), which also (on a smaller level) affects the neutron star masses provided in that paper. This…

High Energy Astrophysical Phenomena · Physics 2016-04-27 Thomas Ertl , Marcella Ugliano , H. -Thomas Janka , Andreas Marek , Almudena Arcones

In a recent article [Phys. Rev. A 57, 1572 (1998)] Caticha has concluded that ``nonlinear variants of quantum mechanics are inconsistent.'' In this note we identify what it is that nonlinear quantum theories have been shown to be…

Quantum Physics · Physics 2016-09-08 J. Finkelstein

We deal with the 3D inviscid Leray-{\alpha} model. The well posedness for this problem is not known; by adding a random perturbation we prove that there exists a unique (in law) global solution. The random forcing term formally preserves…

Probability · Mathematics 2014-11-17 David Barbato , Hakima Bessaih , Benedetta Ferrario

We consider strictly increasing sequences $\left(a_{n}\right)_{n \geq 1}$ of integers and sequences of fractional parts $\left(\left\{a_{n} \alpha\right\}\right)_{n \geq 1}$ where $\alpha \in \mathbb{R}$. We show that a small additive…

Number Theory · Mathematics 2016-08-25 Christoph Aistleitner , Gerhard Larcher

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

Optimization and Control · Mathematics 2013-12-30 Kai Du

The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…

Classical Analysis and ODEs · Mathematics 2019-01-16 G. A. Grigorian

In this survey we report on some recent results related to various singular phenomena arising in the study of some classes of nonlinear elliptic equations. We establish qualitative results on the existence, nonexistence or the uniqueness of…

Analysis of PDEs · Mathematics 2007-05-23 Vicentiu Radulescu

Ten new exact solutions of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ are presented. The solutions are obtained by assuming certain relations among the coefficients $a(x)$, $b(x)$ and $c(x)$ of the Riccati equation, in the form of…

Classical Analysis and ODEs · Mathematics 2014-01-03 Tiberiu Harko , Francisco S. N. Lobo , M. K. Mak

We present several families of nonlinear reaction diffusion equations with variable coefficients including Fisher-KPP and Burgers type equations. Special exact solutions such as traveling wave, rational, triangular wave and N-wave type…

Mathematical Physics · Physics 2017-10-25 E. Pereira , E. Suazo , J. Trespalacios

The recent discovery of the extraordinary-log (E-Log) criticality is a celebrated achievement in modern critical theory and calls for generalization. Using large-scale Monte Carlo simulations, we study the critical phenomena of plane…

Statistical Mechanics · Physics 2023-11-17 Yanan Sun , Minghui Hu , Youjin Deng , Jian-Ping Lv