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We prove a conjecture about the minimal nonnegative solutions of algebraic Riccati equations associated with reducible singular M-matrices. The result enhances our understanding of the behaviour of doubling algorithms for finding the…

Numerical Analysis · Mathematics 2015-03-26 Di Lu , Chun-Hua Guo

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…

Optimization and Control · Mathematics 2014-09-24 Lorenzo Ntogramatzidis , Augusto Ferrante

In this paper we study the conditions, under which the quaternionic Riccati equations have periodic solutions. The obtained result we compare with one recently obtained important one.

Classical Analysis and ODEs · Mathematics 2022-06-06 G. A. Grigorian

We determine the kind of parametric oscillators that are generated in the usual factorization procedure of second-order linear differential equations when one introduces a constant shift of the Riccati solution of the classical harmonic…

Mathematical Physics · Physics 2011-09-16 H. C. Rosu , K. V. Khmelnytskaya

Efficient Riccati equation based techniques for the approximate solution of discrete time linear regulator problems are restricted in their application to problems with quadratic terminal payoffs. Where non-quadratic terminal payoffs are…

Optimization and Control · Mathematics 2017-11-13 Huan Zhang , Peter M. Dower

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

Using a Picard-like operator $T$, we prove that the iterative differential equation $-\gamma g' = g^{-1}$ with parameter $\gamma>0$ has a solution $g=h\colon[0,1]\to[0,1]$ for only one value $\gamma=\kappa\approx0.278877$, and that this…

Classical Analysis and ODEs · Mathematics 2024-09-06 Roland Miyamoto

The purpose of this paper is to study nonlinear singular parabolic equations with $p(x)$- Laplacian. Precisely, we consider the following problem and discuss the existence of a non-negative weak solution. \begin{align*} \frac{\partial…

Analysis of PDEs · Mathematics 2021-03-16 Akasmika Panda , Debajyoti Choudhuri , Kamel Saoudi

The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…

Classical Analysis and ODEs · Mathematics 2023-06-07 Nikita Nikolaev

A classical formula of Allwright on the general solution of a scalar differential equation is generalized to a system of differential equations by means of the Kronecker product.The Allwright formula is connected with the Riccati equation,…

Classical Analysis and ODEs · Mathematics 2010-10-28 Kurt Munk Andersen , Allan Sandqvist

We study a weakly coupled supercritical elliptic system of the form \begin{equation*} \begin{cases} -\Delta u = |x_2|^\gamma \left(\mu_{1}|u|^{p-2}u+\lambda\alpha |u|^{\alpha-2}|v|^{\beta}u \right) & \text{in }\Omega,\\ -\Delta v =…

Analysis of PDEs · Mathematics 2018-09-03 Omar Cabrera , Mónica Clapp

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…

Numerical Analysis · Mathematics 2019-12-17 Tobias Breiten , Sergey Dolgov , Martin Stoll

In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…

Optimization and Control · Mathematics 2021-02-02 Paolo Acquistapace , Francesca Bucci

For a general differential system $\dot x(t) = \sum_{d=1}^3 u_d(t)X_d$, where $X_d$ generates the simple Lie algebra of type $\mathfrak{a}_1$, we compute the explicit solution in terms of iterated integrals of products of $u_d$'s. As a…

Classical Analysis and ODEs · Mathematics 2014-03-18 Gabriel Pietrzkowski

This study develops a unified mathematical framework for the analysis of radial differential equations, revealing a fundamental connection between three distinct classes of problems: the nonlinear Riccati equation, the linear Schr\"odinger…

Analysis of PDEs · Mathematics 2026-04-28 Dragos-Patru Covei

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…

Optimization and Control · Mathematics 2019-04-04 Yufang Cui , Anders Lindquist

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…

Mathematical Physics · Physics 2012-06-26 M. K. Mak , T. Harko

In this paper, we introduce a novel variational framework rooted in algebraic geometry for the analysis of the Hardy $Z$-function. Our primary contribution lies in the definition and exploration of $\Delta_n(\overline{a})$, a newly devised…

Number Theory · Mathematics 2023-10-24 Yochay Jerby

We present a regularity result for weak solutions of the 2D quasi-geostrophic equation with supercritical ($\alpha< 1/2$) dissipation $(-\Delta)^\alpha$ : If a Leray-Hopf weak solution is H\"{o}lder continuous $\theta\in C^\delta({\mathbb…

Analysis of PDEs · Mathematics 2015-06-26 Peter Constantin , Jiahong Wu

The purpose of this paper is to study $T$-periodic solutions to [(-\Delta_{x}+m^{2})^{s}-m^{2s}]u=f(x,u) &\mbox{in} (0,T)^{N} (P) u(x+Te_{i})=u(x) &\mbox{for all} x \in \R^{N}, i=1, \dots, N where $s\in (0,1)$, $N>2s$, $T>0$, $m> 0$ and…

Analysis of PDEs · Mathematics 2017-03-07 Vincenzo Ambrosio