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The Riccati equation method is used to establish some global solvability criteria for some classes of second order nonlinear ordinary differential equations. Two oscillation theorems are proved. The results are applied to the Emden - Fowler…

Classical Analysis and ODEs · Mathematics 2019-07-17 G. A. Grigorian

An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…

Probability · Mathematics 2012-03-20 Zhongmin Qian , Xun Yu Zhou

The Riccati equation method is used to establish Kamenev type conditions for the existence of oscillatory solutions to third order linear ordinary differential equations. Three oscillatory theorems are proved, which generalize the Lazer's…

Classical Analysis and ODEs · Mathematics 2023-02-03 G. A. Grigorian

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…

Functional Analysis · Mathematics 2019-07-15 Christian Wyss

We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…

Systems and Control · Computer Science 2017-04-12 Shibdas Roy , Ian R. Petersen

Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…

Numerical Analysis · Mathematics 2017-06-09 Matthew M. Lin , Chun-Yueh Chiang

The Riccati equation method is used to establish a new comparison theorem for systems of two linear first order ordinary differential equation. This result is based on a, so called, concept of "null-classes", and is a generalization of…

Classical Analysis and ODEs · Mathematics 2021-02-11 G. A. Grigorian

In the present study we highlight some results related to the oscillation for high order nonlinear generalized neutral difference equation in the following form \begin{equation*}…

Dynamical Systems · Mathematics 2018-08-10 Adem Kilicman , P. Venkata Mohan Reddy , M. Maria Susai Manuel

The theme of this article is to provide some sufficient conditions for the asymptotic property and oscillation of all solutions of third-order half-linear differential equations with advanced argument of the form…

Classical Analysis and ODEs · Mathematics 2020-01-07 J. Yao , X. Zhang , J. Yu

An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different…

Spectral Theory · Mathematics 2013-11-12 Christiane Tretter , Christian Wyss

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi

Simultaneous stabilization problem arises in various systems and control applications. This paper introduces a new approach to addressing this problem in the multivariable scenario, building upon our previous findings in the scalar case.…

Optimization and Control · Mathematics 2024-02-28 Yufang Cui , Anders Lindquist

Stability criteria are given for linear periodic Hamiltonian systems with impulse effect. A Lyapunov type inequality and a disconjugacy criterion are also established. The results improve the ones in the literature for such systems.

Classical Analysis and ODEs · Mathematics 2011-01-18 Zeynep Kayar , Agacik Zafer

The sensitivity of the evolution of quantum uncertainties to the choice of the initial conditions is shown via a complex nonlinear Riccati equation leading to a reformulation of quantum dynamics. This sensitivity is demonstrated for systems…

Quantum Physics · Physics 2015-05-27 Hans Cruz , Dieter Schuch , Octavio Castaños , Oscar Rosas-Ortiz

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…

Optimization and Control · Mathematics 2021-07-27 Yufang Cui , Anders Lindquist

This work presents two simple criteria for determining the oscillatory nature of solutions to second-order differential equations with deviated arguments. These criteria extend the (Leighton-Wintner)-type criteria established by G.Q. Wang…

Classical Analysis and ODEs · Mathematics 2025-05-08 Ricardo Torres Naranjo

Using the Chiellini condition for integrability we derive explicit solutions for a generalized system of Riccati equations $\ddot{x}+\alpha x^{2n+1}\dot{x}+x^{4n+3}=0$ by reduction to the first-order Abel equation assuming the parameter…

Exactly Solvable and Integrable Systems · Physics 2016-08-09 A Ghose-Choudhury , Partha Guha

The oscillatory behavior of the solutions to a differential equation with several non-monotone delay arguments and non-negative coefficients is studied. A new sufficient oscillation condition, involving lim sup, is obtained. An example…

Classical Analysis and ODEs · Mathematics 2017-03-14 H. Akca , G. E. Chatzarakis , I. P. Stavroulakis

The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…

Optimization and Control · Mathematics 2024-04-23 Volker Mehrmann , Hongguo Xu