Related papers: Solving the Riccati Equation
This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…
Some global existence criteria for quaternionic Riccati equations are established. Two of them are used to prove a completely non conjugation theorem for solutions of linear systems of ordinary differential equations.
We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…
We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary…
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…
We present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution. We prove the convergence…
In this article we study solutions to second order linear difference equations with variable coefficients. Under mild conditions we provide closed form solutions using finite continued fraction representations. The proof of the results are…
This paper presents an effective low-rank generalized alternating direction implicit iteration (R-GADI) method for solving large-scale sparse and stable Lyapunov matrix equations and continuous-time algebraic Riccati matrix equations. The…
We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…
In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…
The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…
The Riccati equation method is used to establish new oscillation criteria for extended linear matrix Hamiltonian systems. This method allows to obtain results in in a new direction, which is to break the positive definiteness condition,…
In this paper we present a two-component generalization of the C-integrable Calogero equation (see [1]). This system is C-integrable as well, and moreover we show that the Calogero equation and its two-component generalization are solvable…
In this paper a Galoisian approach to build propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schr\"odinger equation and the virtual…
In this paper, we derive a Riccati-type equation applicable to (sub-)static Einstein spaces and examine its various applications. Specifically, within the framework of conformally compactifiable manifolds, we prove a splitting theorem for…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
The Generalized Riemann Problems (GRP) for nonlinear hyperbolic systems of balance laws in one space dimension are now well-known and can be formulated as follows: Given initial-data which are smooth on two sides of a discontinuity,…
Let $R$ be a commutative complex unital semisimple Banach algebra with the involution $\cdot ^\star$. Sufficient conditions are given for the existence of a stabilizing solution to the $H^\infty$ Riccati equation when the matricial data has…
The 2D Ricci flow equation in the conformal gauge is studied using the linearization approach. Using a non-linear substitution of logarithmic type, the emergent quadratic equation is split in various ways. New special solutions involving…