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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…
A novel formulation of the Lie-Darboux method of obtaining the Riccati equations for the spatial curves in Euclidean three-dimensional space is presented. It leads to two Riccati equations that differ by the sign of torsion. The case of…
In this paper a geometric method based on Grassmann manifolds and matrix Riccati equations to make hermitian matrices diagonal is presented. We call it Riccati Diagonalization.
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…
It is proved that the members of the Riccati hierarchy, the so-called Riccati chain equations, can be considered as particular cases of projective Riccati equations, which greatly simplifies the study of the Riccati hierarchy. This also…
This paper provides a new method to solve analytic interpolation problems with rationality and derivative constraints, occurring in many applications to system and control. It is based on the covariance extension equation previously…
A new integrability condition of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ is presented. By introducing an auxiliary equation depending on a generating function $f(x)$, the general solution of the Riccati equation can be obtained if…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
The harmonic oscillator Hamiltonian, when augmented by a non-Hermitian $\cal{PT}$-symmetric part, can be transformed into a Hermitian Hamiltonian. This is achieved by introducing a metric which, in general, renders other observables such as…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
Working with a general class of linear Hamiltonian systems with at least one singular boundary condition, we show that renormalized oscillation results can be obtained in a natural way through consideration of the Maslov index associated…
This paper is based on MacColl's [1] solution of the equation of motion for a linear (harmonic) oscillator subject to the laws of special relativity in the rest frame of the center of attraction. MacColl's result can be extended to the…
Sufficient oscillation conditions involving $\limsup $ and $\liminf $ for first-order differential equations with several non-monotone deviating arguments and nonnegative coefficients are obtained. The results are based on the iterative…
We provide linearizability criteria for a class of systems of third-order ordinary differential equations (ODEs) that is cubically semi-linear in the first derivative, by differentiating a system of second-order quadratically semi-linear…
We consider the question of diagonal Riccati stability for a pair of real matrices A, B. A necessary and sufficient condition for diagonal Riccati stability is derived and applications of this to two distinct cases are presented. We also…
It is shown that the scattering length can be obtained by solving a Riccati equation derived from variable phase theory. Two methods of solving it are presented. The equation is used to predict how long-range interactions influence the…
We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…
The geometric theory of Lie systems is used to establish integrability conditions for several systems of differential equations, in particular some Riccati equations and Ermakov systems. Many different integrability criteria in the…
In this note, we prove some new entropy formula for linear heat equation on static Riemannian manifold with nonnegative Ricci curvature. The results are analogies of Cao and Hamilton's entropies for Ricci flow coupled with heat-type…