Related papers: The Reverse Order Law and the Riccati Equation
We report a solution of the inverse Lagrangian problem for the first order Riccati differential equation by means of an analogy with the Friedmann equation of a suitable Friedmann-Lema\^itre-Robertson-Walker universe in general relativity.…
We construct the general solution of the equation $w_t+\sum\limits_{k=1}^nw_{x_k}\rho^{(k)}(w)=\rho(w)+[w,T\tilde\rho(w)]$, for the $N\times N$ matrix $w$, where $T$ is any constant diagonal matrix, $n, N \in \NN_+$ and $\rho^{(k)}, \rho,…
We consider Hermitian random matrices of the form $H = W + \lambda V$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $\lambda…
In this article we present several necessary and sufficient conditions for the existence of Hermitian positive definite solutions of nonlinear matrix equations of the form $X^s + A^*X^{-t}A + B^*X^{-p}B = Q$, where $ s, t, p \geq 1$, $ A,…
By a generalized inverse of a given matrix, we mean a matrix that exists for a larger class of matrices than the nonsingular matrices, that has some of the properties of the usual inverse, and that agrees with inverse when given matrix…
The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive…
Nonlinear matrix equations are encountered in many applications of control and engineering problems. In this work, we establish a complete study for a class of nonlinear matrix equations. With the aid of Sherman Morrison Woodbury formula,…
Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…
Ruzsa's inequality states that $|A+A+A| \leq |A+A|^{3/2}$ for any finite set $A$ in a commutative group. Ruzsa has constructed examples showing that this inequality is sharp asymptotically, up to a constant factor. We prove an inverse…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
We consider the Verhulst logistic equation and a couple of forms of the corresponding logistic maps. For the case of the logistic equation we show that using the general Riccati solution only changes the initial conditions of the equation.…
The paper derived differential equations which solve the problem of restoration the motion parameters for a rigid reference frame from the known proper acceleration and angular velocity of its origin as functions of proper time. These…
Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
For $N\geq 3$, by the seminal paper of Brezis and V\'eron (Arch. Rational Mech. Anal. 75(1):1--6, 1980/81), no positive solutions of $-\Delta u+u^q=0$ in $\mathbb R^N\setminus \{0\}$ exist if $q\geq N/(N-2)$; for $1<q<N/(N-2)$ the existence…
In this paper, we prove a conjecture which was presented in a recent paper [Linear Algebra Appl. 2016; 496: 549--593]. We derive some practical necessary and sufficient conditions for the existence of a solution to a system of coupled…
A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…
The algebra of Schur operators on l^2 is known not to be inverse-closed. When l^2=l^2(X) where X is a metric space, we can consider elements of the Schur algebra with certain decay at infinity. For instance if X has the doubling property,…
Inverse eigenvalue and singular value problems have been widely discussed for decades. The well-known result is the Weyl-Horn condition, which presents the relations between the eigenvalues and singular values of an arbitrary matrix. This…
The approximate solution of large-scale algebraic Riccati equations is considered. We are interested in approximate solutions which yield a Riccati residual matrix of a particular small rank. It is assumed that such approximate solutions…