Related papers: Computable Integrability. Chapter 2: Riccati equat…
Computability logic is a formal theory of computational tasks and resources. Its formulas represent interactive computational problems, logical operators stand for operations on computational problems, and validity of a formula is…
We discuss a method of constructing solution of the initial value problem for duffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems. A nonautonomous Burgers-type equation is also considered.
We study the integrability of polynomial vector fields using Galois theory of linear differential equations when the associated foliations is reduced to a Riccati type foliation. In particular we obtain integrability results for some…
A (2+1)-dimensional quasilinear system is said to be `integrable' if it can be decoupled in infinitely many ways into a pair of compatible n-component one-dimensional systems in Riemann invariants. Exact solutions described by these…
This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…
Earlier work introduced a method for obtaining indefinite $q$-integrals of $q$-special functions from the second-order linear $q$-difference equations that define them. In this paper, we reformulate the method in terms of $q$-Riccati…
It is known that difference equations generated as the Newton-Raphson iteration for quadratic equations are solvable in closed form, and the solution can be constructed from linear three-term recurrence relations with constant coefficients.…
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary…
Combining recent results on rational solutions of the Riccati-Schr\"odinger equations for shape invariant potentials to the finite difference B\"acklund algorithm and specific symmetries of the isotonic potential, we show that it is…
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati…
Nonlinear second-order ordinary differential equations are common in various fields of science, such as physics, mechanics and biology. Here we provide a new family of integrable second-order ordinary differential equations by considering…
Recently it has been found that for a stochastic linear-quadratic optimal control problem (LQ problem, for short) in a finite horizon, open-loop solvability is strictly weaker than closed-loop solvability which is equivalent to the regular…
A Lie system is a system of first-order differential equations admitting a superposition rule, i.e., a map that expresses its general solution in terms of a generic family of particular solutions and certain constants. In this work, we use…
Using the Chiellini condition for integrability we derive explicit solutions for a generalized system of Riccati equations $\ddot{x}+\alpha x^{2n+1}\dot{x}+x^{4n+3}=0$ by reduction to the first-order Abel equation assuming the parameter…
The comparison theory for the Riccati equation satisfied by the shape operator of parallel hypersurfaces is generalized to semi-Riemannian manifolds of arbitrary index, using one-sided bounds on the Riemann tensor which in the Riemannian…
We examine critically the Gambier equation and show that it is the generic linearisable equation containing, as reductions, all the second-order equations which are integrable through linearisation. We then introduce the general discrete…
We introduce the notion of finitary computable reducibility on equivalence relations on the natural numbers. This is a weakening of the usual notion of computable reducibility, and we show it to be distinct in several ways. In particular,…
In the first part of the paper, we classify linear integrable (multi-dimensionally consistent) quad-equations on bipartite isoradial quad-graphs in $\mathbb C$, enjoying natural symmetries and the property that the restriction of their…
We discuss the main features of quantum integrable models taking the classes of universality of the Ising model and the repulsive Lieb-Liniger model as paradigmatic examples. We address the breaking of integrability by means of two…
In this paper we study the quadratic regulator problem for a process governed by a Volterra integral equation in ${\mathbb R}^n$. Our main goal is the proof that it is possible to associate a Riccati differential equation to this quadratic…