Results 1 to 10 of about 34,677 (208)
On a complex differential Riccati equation [PDF]
, 2007 We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation as, e.g.,
Bernstein S +28 more
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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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International Journal of Mathematics and Mathematical Sciences, 1987 In this paper we find closed form solutions of some Riccati equations. Attention is restricted to the scalar as opposed to the matrix case. However, the ones considered have important applications to mathematics and the sciences, mostly in the form of the linear second‐order ordinary differential equations which are solved herewith.
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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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Non-commutative NLS-type hierarchies: dressing & solutions [PDF]
, 2019 We consider the generalized matrix non-linear Schrodinger (NLS) hierarchy. By employing the universal Darboux-dressing scheme we derive solutions for the hierarchy of integrable PDEs via solutions of the matrix Gelfand-Levitan-Marchenko equation, and we ...
Doikou, Anastasia +2 more
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Excursions of diffusion processes and continued fractions [PDF]
, 2010 It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process.
Comtet, Alain, Tourigny, Yves
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Construction of Minimax Control for Almost Conservative Controlled Dynamic Systems with the Limited Perturbations [PDF]
, 2017 The problem is considered for constructing a minimax control for a linear stationary controlled dynamical almost conservative system (a conservative system with a weakly perturbed coefficient matrix) on which an unknown perturbation with bounded energy ...
Svyatovets, I. (Iryna)
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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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Solutions for certain classes of Riccati differential equation
, 2007 We derive some analytic closed-form solutions for a class of Riccati equation y'(x)-\lambda_0(x)y(x)\pm y^2(x)=\pm s_0(x), where \lambda_0(x), s_0(x) are C^{\infty}-functions.
Ciftci H +10 more
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Partial Realization Theory and System Identification Redux
, 2017 Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows us to show that
Lindquist, Anders
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