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The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2011-08-02 Nail H. Ibragimov

A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…

Quantum Physics · Physics 2007-05-23 Georg Junker

A system of two cubic reaction-diffusion equations for two independent gene frequencies arising in population dynamics is studied. Depending on values of coefficients, all possible Lie and $Q$-conditional (nonclassical) symmetries are…

Exactly Solvable and Integrable Systems · Physics 2026-03-27 Philip Broadbridge , Roman Cherniha , Vasyl' Davydovych , Ian Marquette

In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…

Numerical Analysis · Mathematics 2011-05-10 François Dubois , Abdelkader Saïdi

Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…

solv-int · Physics 2007-05-23 Alexander Turbiner , Pavel Winternitz

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 present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution. We prove the convergence…

Numerical Analysis · Mathematics 2011-01-24 François Dubois , Abdelkader Saïdi

We present several families of nonlinear reaction diffusion equations with variable coefficients including Fisher-KPP and Burgers type equations. Special exact solutions such as traveling wave, rational, triangular wave and N-wave type…

Mathematical Physics · Physics 2017-10-25 E. Pereira , E. Suazo , J. Trespalacios

We establish quantum and classical exact solvability for two large classes of maximally superintegrable Benenti systems in $n$ dimensions with arbitrarily large $n$. Namely, we solve the Hamilton--Jacobi and Schr\"odinger equations for the…

Exactly Solvable and Integrable Systems · Physics 2007-06-13 A. Sergyeyev

The block operator matrix theory is used to investigate the problem of a single qubit. We will establish a connection between the Riccati operator equation and the possibility of obtaining an exact reduced dynamics for the qubit in…

Quantum Physics · Physics 2010-06-23 Bartłomiej Gardas

The sensitivity of the evolution of quantum uncertainties to the choice of the initial conditions is shown via a complex nonlinear Riccati equation leading to a reformulation of quantum dynamics. This sensitivity is demonstrated for systems…

Quantum Physics · Physics 2015-05-27 Hans Cruz , Dieter Schuch , Octavio Castaños , Oscar Rosas-Ortiz

Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.

Mathematical Physics · Physics 2008-10-13 Jose F. Cariñena , Javier de Lucas , Arturo Ramos

The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…

Dynamical Systems · Mathematics 2026-04-24 Douglas R. Frey

A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…

Exactly Solvable and Integrable Systems · Physics 2026-04-09 Zhao Ji-Xiang

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 present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the…

Optimization and Control · Mathematics 2016-06-21 S. A. Belbas , W. H. Schmidt

An exactly solvable model of a quantum spin interacting with a spin environment is considered. The interaction is chosen to be such that the state of the environment is conserved. The reduced density matrix of the spin is calculated for…

Quantum Physics · Physics 2007-05-23 Dima Mozyrsky

Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…

Mathematical Physics · Physics 2011-04-07 José F. Cariñena , Javier de Lucas

First examples of quasi-exactly solvable models describing spin-orbital interaction are constructed. In contrast with other examples of matrix quasi-exactly solvable models discussed in the literature up to now, our models admit (but still…

High Energy Physics - Theory · Physics 2007-05-23 Alexander Ushveridze

Within the frame of a novel treatment we make a complete mathematical analysis of exactly solvable one-dimensional quantum systems with non-constant mass, involving their ordering ambiguities. This work extends the results recently reported…

Quantum Physics · Physics 2015-06-26 B. Gonul , M. Koçak