Related papers: The Reverse Order Law and the Riccati Equation
The exact analytic solution is introduced for the rotational motion of a rigid body having three equal principal moments of inertia and subjected to an external torque vector which is constant for an observer fixed with the body, and to…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
Given a bilinear form on $\mathbb C^n$, represented by a matrix $A\in\mathbb C^{n\times n}$, the problem of finding the largest dimension of a subspace of $\mathbb C^n$ such that the restriction of $A$ to this subspace is a non-degenerate…
We show that if $T=H+iK$ is the Cartesian decomposition of $T\in \mathbb{B(\mathscr{H})}$, then for $\alpha ,\beta \in \mathbb{R}$, $\sup_{\alpha ^{2}+\beta ^{2}=1}\Vert \alpha H+\beta K\Vert =w(T)$. We then apply it to prove that if…
We study the existence of solutions for the following fractional Hamiltonian systems $$ \left\{ \begin{array}{ll} - _tD^{\alpha}_{\infty}(_{-\infty}D^{\alpha}_{t}u(t))-\lambda L(t)u(t)+\nabla W(t,u(t))=0,\\[0.1cm] u\in…
We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,\lambda u(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in…
We study projection-free methods for constrained Riemannian optimization. In particular, we propose the Riemannian Frank-Wolfe (RFW) method. We analyze non-asymptotic convergence rates of RFW to an optimum for (geodesically) convex…
We propose an alternative reconstruction for weighted essentially non-oscillatory schemes with adaptive order (WENO-AO) for solving hyperbolic conservation laws. The alternative reconstruction has a more concise form than the original…
We give a geometric proof of inverse Hamiltonian reduction for all finite W-algebras in type $A$, a certain embedding of the finite W-algebra corresponding to an arbitrary nilpotent in $\mathfrak{gl}_N$ into that corresponding to a larger…
ADER schemes are numerical methods, which can reach an arbitrary order of accuracy in both space and time. They are based on a reconstruction procedure and the solution of generalized Riemann problems. However, for general boundary…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…
We study the Lorentzian Calder\'on problem, where the objective is to determine a globally hyperbolic Lorentzian metric up to a boundary fixing diffeomorphism from boundary measurements given by the hyperbolic Dirichlet-to-Neumann map. This…
We establish an optimal $L^p$-regularity theory for solutions to fourth order elliptic systems with antisymmetric potentials in all supercritical dimensions $n\ge 5$: $$ \Delta^2 u=\Delta(D\cdot\nabla u)+div(E\cdot\nabla…
We give a geometric proof of inverse Hamiltonian reduction for all affine W-algebras in type A at generic level, a certain embedding of the affine W-algebra corresponding to an arbitrary nilpotent in $\mathfrak{gl}_N$ into that…
The solution $X_n$ to a nonlinear stochastic differential equation of the form $dX_n(t)+A_n(t)X_n(t)\,dt-\tfrac12\sum_{j=1}^N(B_j^n(t))^2X_n(t)\,dt=\sum_{j=1}^N B_j^n(t)X_n(t)d\beta_j^n(t)+f_n(t)\,dt$, $X_n(0)=x$, where $\beta_j^n$ is a…
This paper concerns an inverse boundary value problem of recovering a zeroth order time-dependent term of a semi-linear wave equation on a globally hyperbolic Lorentzian manifold. We show that an unknown potential $q$ in the non-linear wave…
We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A classical approach is to build a surrogate low dimensional…
Given a skew left brace $B$, a method is given to construct all the non-degenerate set-theoretic solutions $(X,r)$ of the Yang Baxter equation such that the associated permutation group $\mathcal{G}(X,r)$ is isomorphic, as a skew left…
We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration…
A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati…