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Related papers: Analytic General Solution of the Riccati equation

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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…

Numerical Analysis · Mathematics 2024-09-18 Jens Saak , Steffen W. R. Werner

We consider the Ricatti equation in the context of population dynamics, quantum scattering and a more general context. We examine some exactly solvable cases of real life interest.

General Physics · Physics 2007-05-23 B G Sidharth , B S Lakshmi

The Chiellini integrability condition of the first order first kind Abel equation $dy/dx=f(x)y^2+g(x)y^3$ is extended to the case of the general Abel equation of the form $dy/dx=a(x)+b(x)y+f(x)y^{\alpha -1}+g(x)y^{\alpha}$, where $\alpha…

Exactly Solvable and Integrable Systems · Physics 2014-01-03 Tiberiu Harko , Francisco S. N. Lobo , M. K. Mak

A class of exact solutions is obtained for the Li\'{e}nard type ordinary non-linear differential equation. As a first step in our study the second order Li\'{e}nard type equation is transformed into a second kind Abel type first order…

Mathematical Physics · Physics 2014-11-26 Tiberiu Harko , Francisco S. N. Lobo , M. K. Mak

The Riccati equation method is used to establish Kamenev type conditions for the existence of oscillatory solutions to third order linear ordinary differential equations. Three oscillatory theorems are proved, which generalize the Lazer's…

Classical Analysis and ODEs · Mathematics 2023-02-03 G. A. Grigorian

We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…

Classical Analysis and ODEs · Mathematics 2009-04-30 Nadzeya Bedziuk , Aleh Yablonski

The logistic function is shown to be solution of the Riccati equation, some second-order nonlinear ordinary differential equations and many third-order nonlinear ordinary differential equations. The list of the differential equations having…

Exactly Solvable and Integrable Systems · Physics 2014-09-25 Nikolai A. Kudryashov , Mikhail A. Chmykhov

The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…

Classical Analysis and ODEs · Mathematics 2019-01-16 G. A. Grigorian

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

Optimization and Control · Mathematics 2024-12-31 Lander Vanroye , Joris De Schutter , Wilm Decré

Based on the Gaussian wave packet solution for the harmonic oscillator and the corresponding creation and annihilation operators, a generalization is presented that also applies for wave packets with time-dependent width as they occur for…

Mathematical Physics · Physics 2013-02-21 Octavio Castaños , Dieter Schuch , Oscar Rosas-Ortiz

The Riccati equation method is used to establish new oscillation criteria for extended linear matrix Hamiltonian systems. This method allows to obtain results in in a new direction, which is to break the positive definiteness condition,…

Classical Analysis and ODEs · Mathematics 2024-09-20 G. A. Grigorian

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

We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…

Classical Analysis and ODEs · Mathematics 2018-08-10 Sandeep Pandurang Bhairat

Let $R$ be a commutative complex unital semisimple Banach algebra with the involution $\cdot ^\star$. Sufficient conditions are given for the existence of a stabilizing solution to the $H^\infty$ Riccati equation when the matricial data has…

Optimization and Control · Mathematics 2011-07-28 Amol Sasane

We utilise recent results about the transcendental solutions to Riccati differential equations to provide a comprehensive description of the nature of the transcendental solutions to algebraic first order differential equations of genus…

Complex Variables · Mathematics 2017-06-07 Norbert Steinmetz

Applying the resolution-scale relativity principle to develop a mechanics of non-differentiable dynamical paths, we find that, in one dimension, stationary motion corresponds to an Ito process driven by the solutions of a Riccati equation.…

General Physics · Physics 2024-05-24 Saeed Naif Turki Al-Rashid , Mohammed A. Z. Habeeb , Stephan LeBohec

We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term…

Mathematical Physics · Physics 2009-11-07 H. C. Rosu , L. Madueno , J. Socorro

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…

Mathematical Physics · Physics 2024-06-26 Pranab Sarkar , Pratik Majhi , Madan Mohan Panja , Benoy Talukdar

The method of simplest equation is applied for analysis of a class of lattices described by differential-difference equations that admit traveling-wave solutions constructed on the basis of the solution of the Riccati equation. We denote…

Exactly Solvable and Integrable Systems · Physics 2012-08-14 Zlatinka I. Dimitrova

The symmetry analysis of the Cheng Equation is performed. The Cheng Equation is reduced to a first-order equation of either Abel's Equations, the analytic solution of which is given in terms of special functions. Moreover, for a particular…

Analysis of PDEs · Mathematics 2019-01-15 Amlan K Halder , R Sinuvasan , A Paliathanasis , Pgl Leach
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