Related papers: A new global solvability criterion for matrix Ricc…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
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…
In this paper, we give a finiteness criterion for the solutions of the sequence of semi-$q$-decomposable form equations and inequalities, where the semi-$q$-decomposable form is factorized into a family of $q$ nonconstant homogeneous…
By studying the linearization of contour dynamics equation and using implicit function theorem, we prove the existence of co-rotating and travelling global solutions for the gSQG equation, which extends the result of Hmidi and Mateu…
It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Dirichlet boundary conditions, are unique up to multiplication by a positive constant.
In this paper we provide some local and global splitting results on complete Riemannian manifolds with nonnegative Ricci curvature. We achieve the splitting through the analysis of some pointwise inequalities of Modica type which hold true…
We propose a discrete form for an equation due to Gambier and which belongs to the class of the fifty second order equations that possess the Painleve property. In the continuous case, the solutions of the Gambier equation is obtained…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati…
Unique continuation results are proved for metrics with prescribed Ricci curvature in the setting of bounded metrics on compact manifolds with boundary, and in the setting of complete, conformally compact metrics. Related to this issue, an…
In this paper, we provide a necessary and sufficient condition ensuring the property of exponential dichotomy for periodic linear systems of generalized differential equations. This condition allow us to revisit a recent result of…
We prove a new criterion for the solvability of the finite groups, depending on the function $\psi_k(G)$ which is defined as the sum of $k$-th powers of the element orders of $G$. We show that our result can be used to show the solvability…
An abstract nonautonomous parabolic linear-quadratic regulator problem with very general final cost operator P_T is considered, subject to the same assumptions under which a classical solution of the associated differential Riccati equation…
We consider pointwise linear elliptic equations of the form $\mathrm{L}_x u_x = \eta_x$ on a smooth compact manifold where the operators $\mathrm{L}_x$ are in divergence form with real, bounded, measurable coefficients that vary in the…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
The main goal of this article is to study the existence of a unique positive definite common solution to a pair of matrix equations of the form \begin{eqnarray*} X^r=Q_1 + \displaystyle \sum_{i=1}^{m} {A_i}^*F(X)A_i \mbox{ and } X^s=Q_2 +…
This paper studies the solution existence of the continuous-time algebraic Riccati equation (CARE). We formulate the CARE as two constrained polynomial optimization problems, and then use Lasserre's hierarchy of semi-definite relaxations to…
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…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…