Related papers: A new global solvability criterion for matrix Ricc…
The paper addresses questions of existence and regularity of solutions to linear partial differential equations whose coefficients are generalized functions or generalized constants in the sense of Colombeau. We introduce various new…
We consider the problem of solvability of linear differential equations over a differential field~$K$. We introduce a class of special differential field extensions, which widely generalizes the classical class of extensions of differential…
We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of…
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…
We propose a new algorithm for a broad class of periodic time-varying Stochastic Game-Theoretic Riccati Differential Equations arising in Zero-Sum Linear-Quadratic Stochastic Differential Games. The algorithm is constructed via dual-layer…
A generalized definition of the determinant of matrices is given, which is compatible with the usual determinant for square matrices and keeps many important properties, such as being an alternating multilinear function, keeping…
The existence of global solutions is established for compressible Navier-Stokes equations by taking into account the radiative and reactive processes, when the heat conductivity $\kappa$ ($\kappa_1(1+\theta^q)\leq\kappa\leq…
We provide global gradient estimates for solutions to a general type of nonlinear parabolic equations, possibly in a Riemannian geometry setting. Our result is new in comparison with the existing ones in the literature, in light of the…
We consider the most general class of linear boundary-value problems for ordinary differential systems, of order $r\geq1$, whose solutions belong to the complex space $C^{(n+r)}$, with $0\leq n\in\mathbb{Z}$. The boundary conditions can…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
We investigate solvability of a continuous Dirichlet boundary value problem together with its classical discretization using a gobal diffeomorphism theorem.
The Li\'{e}nard equation is of a high importance from both mathematical and physical points of view. However a question about integrability of this equation has not been completely answered yet. Here we provide a new criterion for…
In this note, we establish a new closed formula for the solution of homogeneous second-order linear difference equations with constant coefficients by using matrix theory. This, in turn, gives new closed formulas concerning all sequences of…
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…
In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…
We derive the solvability conditions and a formula of a general solution to a Sylvester-type matrix equation over Hamilton quaternions. As an application, we investigate the necessary and sufficient conditions for the solvability of the…
We prove the existence of globally H\"{o}lder continuous solutions to certain elliptic partial differential equations with lower-order terms. Our result is applicable to coefficients controlled by a negative power of the distance from the…
The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
A generalization of the already studied transformations of the linear differential equation into a system of the first order equations is given. The proposed transformation gives possibility to get new forms of the N-dimensional system of…