Related papers: Solution of the scalar Riccati equation
The nonstandard Lagrangian representations of Ricatti and Riccati-type equations that exist in the literature cannot be obtained using Helmholtz solution of the inverse problem. In this work we consider Riccati and higher-order Riccati…
Any second order homogeneous linear ordinary differential equation can be transformed into a first order non-linear Riccati equation. We argue that the Riccati form of the linearized fluctuation equations that determine the holographic…
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…
Square grid circle patterns with prescribed intersection angles, mimicking holomorphic maps z^a and log(z) are studied. It is shown that the corresponding circle patterns are imbedded and described by special separatrix solutions of…
The Riccati equation method is used to establish some oscillatory criteria for the second order linear functional - differential equations of multiple terms with locally integrable coefficients. An interval oscillation criterion for the…
Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…
We study nonlocal symmetries and their similarity reductions of Riccati and Abel chains. Our results show that all the equations in Riccati chain share the same form of nonlocal symmetry. The similarity reduced $N^{th}$ order ordinary…
This work is concerned with the study of explicit solutions for a generalized coupled nonlinear Schr\"{o}dinger equations (NLS) system with variable coefficients. Indeed, we show, employing similarity transformations, the existence of Rogue…
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…
We systematically analyze the nonlinear partial differential equation that determines the behaviour of a bounded radiating spherical mass in general relativity. Four categories of solution are possible. These are identified in terms of…
A recent problem [B. Gardas, J. Math. Phys. 52, 042104 (2011)] concerning an antilinear solution of the Riccati equation is solved. We also exemplify that a simplification of the Riccati equation, even under reasonable assumptions, can lead…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
It has been proven by Rosu and Cornejo-Perez in 2005 that for some nonlinear second-order ODEs it is a very simple task to find one particular solution once the nonlinear equation is factorized with the use of two first-order differential…
Riccati's differential equation is formulated as abstract equation in finite or infinite dimensional Banach spaces. Since the Riccati's differential equation with the Cole-Hopf transform shows a relation between the first order evolution…
The Riccati equation method is used to establish three new oscillatory criteria for the second order linear ordinary differential equations in the marginal, sub extremal and extremal cases.We show that the first of these criteria implies…
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.…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
The transformation of the Nth- order linear difference equation into a system of the first order difference equations is presented. The proposed transformation gives possibility to get new forms of the N-dimensional system of the first…