相关论文: Computable Integrability. Chapter 2: Riccati equat…

Despite the large number of publications on symmetry analysis of the geopotential forecast equation, its group foliations laws have not been considered previously. The present publication aims to address this shortcoming. First, group…

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We then introduce a tractable class of exponential-quadratic…

The 2D Ricci flow equation in the conformal gauge is studied using the linearization approach. Using a non-linear substitution of logarithmic type, the emergent quadratic equation is split in various ways. New special solutions involving…

For a general differential system $\dot x(t) = \sum_{d=1}^3 u_d(t)X_d$, where $X_d$ generates the simple Lie algebra of type $\mathfrak{a}_1$, we compute the explicit solution in terms of iterated integrals of products of $u_d$'s. As a…

We present a criterion of reducibility of a zero curvature representation to a solvable subalgebra, hence to a chain of conservation laws. Namely, we show that reducibility is equivalent to the existence of a section of the generalized…

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…

We present several novel examples of integrable quadratic vector fields for which Kahan's discretization method preserves integrability. Our examples include generalized Suslov and Ishii systems, Nambu systems, Riccati systems, and the…

In this paper, we derive a Riccati-type equation applicable to (sub-)static Einstein spaces and examine its various applications. Specifically, within the framework of conformally compactifiable manifolds, we prove a splitting theorem for…

Integrability conditions for difference equations admitting a second order formal recursion operator are presented and the derivation of symmetries and canonical conservation laws is discussed. In the generic case, nonlocal conservation…

Combining recent results on rational solutions of the Riccati-Schr\"odinger equations for shape invariant potentials to the scheme developed by Fellows and Smith in the case of the one dimensional harmonic oscillator, we show that it is…

We notice an analogy between the motion of a relativistic particle with external homogeneous and time-dependent electromagnetic fields and the Dik'ii-Eilenberger equation for the Bogoliubov-de Gennes equation. By means of the integrable…

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

We consider a general 1D matrix Schr\"odinger equation within a transfer matrix approach. For a quadratic kinetic term we discuss expressions for the local Green function in terms of solutions of equations of the Riccati type, and an…

We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…

In this paper we utilize the covariance of Ricatti equation with respect to linear fractional transformations to define classes of conformally equivalent second order differential equations. This motivates then the introduction of…

In this paper we show that an arbitrary solution of one ordinary difference equation is also a solution for a hierarchy of integrable difference equations. We also provide an example of such a solution that is related to sequence generated…

We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is…

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…

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

A large class of physical systems involves the vanishing of a 1-form on a manifold as a constraint on the acceptable states. This means that one is always dealing with the Pfaff problem in those cases. In particular, knowing the degree of…