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Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…

Optimization and Control · Mathematics 2024-03-06 Zhen-Chen Guo , Xin Liang

In this paper, we analyze nonlinear differential equations subject to generalized boundary conditions. More specifically, we provide a framework from which we can provide conditions, which are straightforward to check, for the solvability…

Analysis of PDEs · Mathematics 2019-03-05 Benjamin Freedman , Jesús Rodríguez

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

Numerical Analysis · Mathematics 2018-08-14 Axel Målqvist , Anna Persson , Tony Stillfjord

We consider a family of solutions of $q-$difference Riccati equation, and prove the meromorphic solutions of $q-$difference Riccati equation and corresponding second order $q-$difference equation are concerning with $q-$gamma function. The…

Complex Variables · Mathematics 2017-10-05 Zhibo Huang , Ranran Zhang

Using new generalized Landen transformations, we prove that the solutions of the KdV and other nonlinear equations obtained recently by using a kind of superposition principle for periodic solutions are in fact novel re-expressions of well…

Mathematical Physics · Physics 2007-05-23 W. Reinhardt , A. Khare , U. Sukhatme

Several recently discovered properties of multiple families of special polynomials (some orthogonal and some not) that satisfy certain differential, difference or q-difference equations are reviewed. A general method of construction of…

Mathematical Physics · Physics 2018-08-03 Oksana Bihun

Global existence of mild solutions to the discrete collisional breakage equations is established for a broad class of collision kernels, without imposing any growth assumptions. In addition, classical solutions are constructed, and…

Classical Analysis and ODEs · Mathematics 2025-07-10 Mashkoor Ali , Philippe Laurençot

Nonlinear matrix equations are encountered in many applications of control and engineering problems. In this work, we establish a complete study for a class of nonlinear matrix equations. With the aid of Sherman Morrison Woodbury formula,…

Numerical Analysis · Mathematics 2016-10-13 Chun-Yueh Chiang

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which…

Mathematical Physics · Physics 2013-04-29 Decio Levi , Pavel Winternitz

We study the existence of a periodic solution for a differential equation with distributed delay. It is shown that, for a class of distributed delay diferential quations, a symmetric period 2 solution, where the period is twice the maximum…

Dynamical Systems · Mathematics 2025-02-27 Yukihiko Nakata

The connection between symmetries and linearizations of discrete-time dynamical systems is being inverstigated. It is shown, that existence of semigroup structures related to the vector field and having linear representations enables…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 P. Gralewicz

In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.

Complex Variables · Mathematics 2024-07-30 Nidhi Gahlian

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…

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

Exact self-consistent particle-like solutions with spherical and/or cylindrical symmetry to the equations governing the interacting system of scalar, electromagnetic and gravitational fields have been obtained. As a particular case it is…

General Relativity and Quantum Cosmology · Physics 2010-05-27 Yu. P. Rybakov , B. Saha , G. N. Shikin

We study solutions $(x_n)_{n \in \mathbb{N}}$ of nonhomogeneous nonlinear second order difference equations of the type $\ell_n = x_n ( \sigma_{n,1} x_{n+1} + \sigma_{n,0} x_n + \sigma_{n,-1} x_{n-1} ) + \kappa_n x_n$, with given initial…

Classical Analysis and ODEs · Mathematics 2015-03-30 Saud M. Alsulami , Paul Nevai , József Szabados , Walter Van Assche

As a first step towards a theory of differential equations involving para-Grassmann variables the linear equations with constant coefficients are discussed and solutions for equations of low order are given explicitly. A connection to…

Mathematical Physics · Physics 2009-07-16 Toufik Mansour , Matthias Schork

A consistent Riccati expansion (CRE) is proposed for solving nonlinear systems with the help of a Riccati equation. A system is defined to be CRE solvable if it has a CRE. Various integrable systems are CRE solvable. Furthermore, it is also…

Exactly Solvable and Integrable Systems · Physics 2013-09-02 S. Y. Lou

Hexagonal circle patterns with constant intersection angles mimicking holomorphic maps z^c and log(z) are studied. It is shown that the corresponding circle patterns are immersed and described by special separatrix solutions of discrete…

Complex Variables · Mathematics 2009-11-10 S. I. Agafonov , A. I. Bobenko

A new generalization of Dawson's integral function based on the link between a Riccati nonlinear differential equation and a second-order ordinary differential equation is reported. The MacLaurin expansion of this generalized function is…

Mathematical Physics · Physics 2012-06-05 R. Messina , M. A. Jivulescu , A. Messina , A. Napoli