相关论文: A note on Verhulst's logistic equation and related…

We report a solution of the inverse Lagrangian problem for the first order Riccati differential equation by means of an analogy with the Friedmann equation of a suitable Friedmann-Lema\^itre-Robertson-Walker universe in general relativity.…

We explain the relation between the $r=1$ logistic map $x_{i+1}=rx_i(1-x_i)$, $x_i\in\mathbb R$, $i=0,1,\ldots$, $r>0$ and $x_0\geq0$, and the RG flow in the multiscale analysis of zero fixed point, asymptotic free QFT models as e.g. the…

The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…

The Riccati equation method is used to establish some new stability criteria for systems of two linear first-order ordinary differential equations. It is shown that two of these criteria in the two dimensional case imply the Routh -…

We observe that the elementary logistic differential equation dP/dt=(1-P/M)kP may be solved by first changing the variable to R=(M-P)/P. This reduces the logistic differential equation to the simple linear differential equation dR/dt=-kR,…

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…

We investigate a generalisation of the logistic map as $ x_{n+1}=1-ax_{n}\otimes_{q_{map}} x_{n}$ ($-1 \le x_{n} \le 1$, $0<a\le2$) where $\otimes_q$ stands for a generalisation of the ordinary product, known as $q$-product [Borges, E.P.…

The Riccati equation method is used to establish a new comparison theorem for systems of two linear first order ordinary differential equation. This result is based on a, so called, concept of "null-classes", and is a generalization of…

We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…

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,…

In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…

In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…

In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…

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…

A superposition rule is a particular type of map that enables one to express the general solution of certain systems of first-order ordinary differential equations, the so-called Lie systems, out of generic families of particular solutions…

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…

As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…

We give a full analytic solution to a particular case of the algebraic Riccati equation $XWW^*WX=W^*$ for any matrix $W$ (possibly non-square or non-symmetric) in using the Schur method, terms of the SVD decomposition of $W$. In particular,…

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…

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…