Results 11 to 20 of about 1,845 (186)
Helmoltz problem for the Riccati equation from an analogous Friedmann equation [PDF]
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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Axioms, 2022 The grey Riccati model (GRM) is a generalization of the grey Verhulst model (GVM). Both the GRM and GVM generally perform well in simulating and forecasting the raw sequences with a bell-shaped or single peak feature.
Ming-Feng Yeh +2 more
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New Schemes for Positive Real Truncation [PDF]
Modeling, Identification and Control, 2007 Model reduction, based on balanced truncation, of stable and of positive real systems are considered. An overview over some of the already existing techniques are given: Lyapunov balancing and stochastic balancing, which includes Riccati balancing.
Kari Unneland +2 more
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Lietuvos Matematikos Rinkinys, 2002 An analytical expression of general solution of Riccati equation is received. An analytical expression of general solution of second-order differential linear equation is received by solving Riccati equation.
Kostas Ramutis Petrauskas +3 more
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A family of exact models for radiating matter
AIP Advances, 2020 In this paper, the cosmological constant and electric charge are incorporated in the Einstein–Maxwell field equations. Two approaches are used to investigate the problem. First, the boundary condition is expressed as a generalized Riccati equation in one
A. B. Mahomed, S. D. Maharaj, R. Narain
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The Riccati Equation - An Economic Fundamental Equation which Describes Marginal Movement in Time [PDF]
Modeling, Identification and Control, 2006 The objective of this article is to demonstrate that the Riccati equation is an economic fundamental equation, which is marginally descriptive in time for the large majority of economic systems.
Lars P. Lystad +2 more
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On the Use of Low-Order Riccati-Equations in the Design of a Class of Feedback Controllers and State Estimators [PDF]
Modeling, Identification and Control, 1980 This paper describes a method for designing optimal feedback controllers with stability requirements using low-order Riccati equations. For originally stable systems the Riccati equation will be of first or second order, depending upon whether the ...
Ole A. Solheim
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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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Approximate solution for quadratic Riccati differential equation
Journal of Taibah University for Science, 2017 The quadratic Riccati differential equations are a class of nonlinear differential equations of much importance, and play a significant role in many fields of applied science.
Fateme Ghomanjani, Esmaile Khorram
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Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution
Mathematics, 2020 The rough Heston model has recently been shown to be extremely consistent with the observed empirical data in the financial market. However, the shortcoming of the model is that the conventional numerical method to compute option prices under it requires
Siow Woon Jeng, Adem Kilicman
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