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Related papers: Analytic General Solution of the Riccati equation

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We present in this paper a detailed note on the computation of Puiseux series solutions of the Riccatti equation associated with a homogeneous linear ordinary differential equation. This paper is a continuation of [1] which was on the…

Classical Analysis and ODEs · Mathematics 2008-02-20 Ali Ayad

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

Analysis of PDEs · Mathematics 2018-08-06 Monika Eisenmann , Etienne Emmrich , Volker Mehrmann

We generalize the classical Lie results on a basis of differential invariants for a one-parameter group of local transformations to the case of arbitrary number of independent and dependent variables. It is proved that if universal…

Mathematical Physics · Physics 2007-05-23 Roman Popovych , Vyacheslav Boyko

Integrability of the differential constraints arising from the singularity analysis of two (1+1)-dimensional second-order evolution equations is studied. Two nonlinear ordinary differential equations are obtained in this way, which are…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 S. Yu. Sakovich

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

The paper is devoted to the motion of a body in a fluid under the influence of gravity and drag. Depending on the regime considered, the drag force can exhibit a linear, quadratic or even more general dependence on the velocity of the body…

Classical Physics · Physics 2015-06-23 Shouryya Ray , Jochen Fröhlich

Using the q-version of the Darboux transform we obtain the general solution of q-difference Riccati equation from a special one by the action of one-parameter group. This allows us to construct the solutions for the latge class of…

Mathematical Physics · Physics 2013-11-05 A. Odzijewicz , A. Ryzko

This work is concerned with the study of explicit solutions for generalized coupled reaction-diffusion and Burgers-type systems with variable coefficients. Including nonlinear models with variable coefficients such as diffusive…

Mathematical Physics · Physics 2024-06-26 José M. Escorcia , Erwin Suazo

The low-rank alternating direction implicit (ADI) method is an efficient and effective solver for large-scale standard continuous-time algebraic Riccati equations that admit low-rank solutions. However, the existing low-rank ADI algorithm…

Numerical Analysis · Mathematics 2026-04-16 Umair Zulfiqar

It is proved that the members of the Riccati hierarchy, the so-called Riccati chain equations, can be considered as particular cases of projective Riccati equations, which greatly simplifies the study of the Riccati hierarchy. This also…

Exactly Solvable and Integrable Systems · Physics 2018-01-08 J. de Lucas , A. M. Grundland

A nonsingular analytical solution for the transfer equation in a pure absorber is obtained in central symmetry and in a monochromatic radiation field. The native regular singularity of the equation is removed by applying a linear…

Astrophysics · Physics 2007-05-23 C. H. Aboughantous

Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…

Numerical Analysis · Mathematics 2025-03-12 Tara Stojimirovic , James Bremer

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

The method of this paper is my original creation. A new method for solving linear differential equations is proposed in this paper. The important conclusion of this paper is that arbitrary order linear ordinary differential equations with…

General Mathematics · Mathematics 2018-06-05 Daiyuan Zhang

We consider a radiating shear-free spherically symmetric metric in higher dimensions. Several new solutions to the Einstein's equations are found systematically using the method of Lie analysis of differential equations. Using the five Lie…

General Relativity and Quantum Cosmology · Physics 2013-01-09 A. M. Msomi , K. S Govinder , S. D. Maharaj

We present a multi-parameter non-constant-invariant class of Abel ordinary differential equations with the following remarkable features. This one class is shown to unify, that is, contain as particular cases, all the integrable classes…

General Mathematics · Mathematics 2007-05-23 E. S. Cheb-Terrab , A. D. Roche

It is shown that the expressions for the tangential pressure, the anisotropy factor and the radial pressure in the Einstein equations may serve as generating functions for stellar models. The latter can incorporate an equation of state when…

General Relativity and Quantum Cosmology · Physics 2020-04-30 B. V. Ivanov

The B\"acklund transformations and the superposition formulas for two sub--equations of the general elliptic equation are constructed from the Riccati equation by using an indirect mapping method.The thirty-six previously known solutions of…

Exactly Solvable and Integrable Systems · Physics 2018-11-28 Sirendaoreji

The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…

Dynamical Systems · Mathematics 2013-05-24 Augusto Ferrante , Lorenzo Ntogramatzidis

In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions…

Optimization and Control · Mathematics 2016-07-21 Yu Kawano , Toshiyuki Ohtsuka