Related papers: The Reverse Order Law and the Riccati Equation

We consider the differential equation $Ju'+qu=wf$ on the real interval $(a,b)$ when $J$ is a constant, invertible skew-Hermitian matrix and $q$ and $w$ are matrices whose entries are distributions of order zero with $q$ Hermitian and $w$…

A review of a recent method is presented to construct certain exact solutions to the focusing nonlinear Schr\"odinger equation on the line with a cubic nonlinearity. With motivation by the inverse scattering transform and help from the…

Let $G$ be an abelian group, let $S$ be a sequence of terms $s_1,s_2,...,s_{n}\in G$ not all contained in a coset of a proper subgroup of $G$, and let $W$ be a sequence of $n$ consecutive integers. Let $$W\odot S=\{w_1s_1+...+w_ns_n:\;w_i…

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$…

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…

We consider the recovery of a potential associated with a semi-linear wave equation on $\mathbb{R}^{n+1}$, $n\geq 1$. We show a H\"older stability estimate for the recovery of an unknown potential $a$ of the wave equation $\square u +a…

We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…

By using methods developed in arXiv:math/0602181 we study the irreducibility of certain Wakimoto modules for $\widehat{sl_2}$ at the critical level. We classify all $\chi \in {\Bbb C}((z))$ such that the corresponding Wakimoto module…

Subregular W-algebras are an interesting and increasingly important class of quantum hamiltonian reductions of affine vertex algebras. Here, we show that the $\mathfrak{sl}_{n+1}$ subregular W-algebra can be realised in terms of the…

Infinite-dimensional Newton methods can be effectively used to derive numerical proofs of the existence of solutions to partial differential equations (PDEs). In computer-assisted proofs of PDEs, the original problem is transformed into the…

A ``Wick rotation'' is applied to the noncommutative sphere to produce a noncommutative version of the hyperboloids. A harmonic basis of the associated algebra is given. It is noted that, for the one sheeted hyperboloid, the vector space…

The nonsymmetric T-Riccati equation is a quadratic matrix equation where the linear part corresponds to the so-called T-Sylvester or T-Lyapunov operator that has previously been studied in the literature. It has applications in…

In the present paper we consider the system {\Delta}u - W_u (u) = 0, where u: R^n to R^n, for a class of potentials W: R^n to R that possess several global minima and are invariant under a general finite reflection group G. We establish…

A class of negative order Ablowitz--Kaup--Newell--Segur nonlinear evolution equations are obtained by applying the Lax hierarchy of the first order linear system of three equations. The inverse scattering problem on the whole axis are…

For the Hermitian inexact Rayleigh quotient iteration (RQI), we present a new general theory, independent of iterative solvers for shifted inner linear systems. The theory shows that the method converges at least quadratically under a new…

Let $(W,H,\mu)$ be the classical Wiener space. Assume that $U=I_W+u$ is an adapted perturbation of identity, i.e., $u:W\to H$ is adapted to the canonical filtration of $W$. We give some sufficient analytic conditions on $u$ which imply the…

In this paper we give a complete classification of positive viscosity solutions $w$ to conformally invariant equations of the form \begin{align}\label{ab}\tag{$*$} \begin{cases} f(\lambda(-A_w)) = \frac{1}{2}, \quad \lambda(-A_w)\in\Gamma &…

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…

The direct or algorithmic approach for the Jacobian problem, consisting of the direct construction of the inverse polynomials is proposed. The so called principle and derived Jacobi conditions are proposed and discussed. The algorithmic…