Related papers: Analytic General Solution of the Riccati equation
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
The one dimensional Dirac equation with a rational potential is reducible to an ordinary differential equation with a Riccati-like coefficient. Its integrability can be studied with the help of differential Galois theory, although the…
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…
In this paper, applying the Newton method, we transform the complex continuous-time algebraic Riccati matrix equation into a Lyapunov equation. Then, we introduce an efficient general alternating-direction implicit (GADI) method to solve…
Analytical solutions of the Klein-Gordon equation are obtained by reducing the radial part of the wave equation to a standard form of a second order differential equation. Differential equations of this standard form are solvable in terms…
In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…
The Riccati equation method is used to obtain a generalization of the Gronvall-Bellman lemma the obtained result is used to generalize a result of Lyapunov.
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…
We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…
Even if it is nonintegrable, a differential equation may nevertheless admit particular solutions which are globally analytic. On the example of the dynamical system of Kuramoto and Sivashinsky, which is generically chaotic and presents a…
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 associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…
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…
The Riccati equation method is used to establish some new stability criteria for systems of two linear first-order ordinary differential equations. It is shown that two of these criteria in the two dimensional case imply the Routh -…
We study the $T$-periodic solutions of the real Riccati differential equation $x' = x^2 + \gamma(t),$ where $x=x(t)$ and $\gamma$ is a $T$-periodic function. Our goal is to define a real-valued discriminant $\Delta_{\gamma}$ that determines…
We first obtain by analogy with the continuous (differential) case the general solution of a discrete Riccati equation. Our results can be considered the discrete analog of Mielnik's construction in supersymmetric quantum mechanics [J.…
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.…
The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…
The basic concepts of factorizable problems in one-dimensional Quantum Mechanics, as well as the theory of Shape Invariant potentials are reviewed. The relation of this last theory with a generalization of the classical Factorization Method…
We present a simple method for proving Rellich inequalities on Riemannian manifolds with constant, non-positive sectional curvature. The method is built upon simple convexity arguments, integration by parts, and the so-called Riccati pairs,…