Helmoltz problem for the Riccati equation from an analogous Friedmann equation
European Physical Journal C: Particles and Fields, 2022 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–Lemaître–Robertson–Walker universe in general relativity.
Valerio Faraoni
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Nonlinear Eigenvalue Approach to Differential Riccati Equations for Contraction Analysis [PDF]
, 2016 In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear ...
Kawano, Yu, Ohtsuka, Toshiyuki
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Transform of Riccati equation of constant coefficients through fractional procedure [PDF]
, 2003 We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term expressed as ...
A L Madue o +8 more
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Generalized symmetries, first integrals, and exact solutions of chains of differential equations [PDF]
Open Communications in Nonlinear Mathematical Physics, 2021 New integrability properties of a family of sequences of ordinary differential equations, which contains the Riccati and Abel chains as the most simple sequences, are studied.
C. Muriel, M. C. Nucci
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Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points [PDF]
, 2014 In this paper, we consider a linear quadratic stochastic two-person zero-sum differential game. The controls for both players are allowed to appear in both drift and diffusion of the state equation.
Sun, Jingrui, Yong, Jiongmin
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Computational Analysis of the Fractional Riccati Differential Equation with Prabhakar-type Memory
Mathematics, 2023 The key objective of the current work is to examine the behavior of the nonlinear fractional Riccati differential equation associated with the Caputo–Prabhakar derivative.
Jagdev Singh +2 more
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A Simple Approach for the Fractal Riccati Differential Equation [PDF]
Journal of Applied and Computational Mechanics, 2021 In this paper, a fractal modification of the Riccati differential equation is presented, and the two-scale transform method combined with Taylor series is used to solve the equation.
Kang-Jia Wang
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Riccati differential equations with elliptic coefficients. II
Tohoku Mathematical Journal, 2000 In this paper, the authors consider the Riccati differential equation \[ w'+w^2+a\wp(z)=0, \] where \(\wp(z)\) is the Weierstrass \(\wp\)-function satisfying \[ (\wp')^2 = 4\wp^3 - b, b \neq 0 \] and \[ a = (1 - m^2)/4, m \geq 2, m \neq 6n. \] They show under these conditions that all solutions to the Riccati differential equation are meromorphic and ...
Ishizaki, Katsuya +3 more
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Advances in Difference Equations, 2017 We apply the Chebyshev polynomial-based differential quadrature method to the solution of a fractional-order Riccati differential equation. The fractional derivative is described in the Caputo sense.
Jianhua Hou, Changqing Yang
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Penerapan Metode Sweep Pada Masalah Permainan Dinamis Linear Kuadratik Sistem Deskriptor [PDF]
, 2014 This paper describes the applications of sweep method in constructing a Riccati differential equation arising in the linear quadratic differential game for descriptor systems. This equation is needed in order to find the saddle-point equilibria that be a
Musthofa, M. W. (Muhammad)
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