Results 21 to 30 of about 31,256 (206)
About one problem of optimal control synthesis [PDF]
E-Journal of Analysis and Applied Mathematics, 2023 This paper tackles the problem of characterizing the natural class, or Riccati rule space, of solutions to a specific e quation. Despite the significant theoretical and practical implications, there is limited research exploring the application of ...
Muhametberdy Rakhimov
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Sensitivity of the Solution to Nonsymmetric Differential Matrix Riccati Equation
Mathematics, 2021 Nonsymmetric differential matrix Riccati equations arise in many problems related to science and engineering. This work is focusing on the sensitivity of the solution to perturbations in the matrix coefficients and the initial condition.
Vera Angelova +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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Existence of meromorphic solutions of first order difference equations [PDF]
, 2018 It is shown that if It is shown that if \begin{equation}\label{abstract_eq} f(z+1)^n=R(z,f),\tag{\dag} \end{equation} where $R(z,f)$ is rational in $f$ with meromorphic coefficients and $\deg_f(R(z,f))=n$, has an admissible meromorphic solution ...
Korhonen, Risto, Zhang, Yueyang
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On the Equation of Riccati [PDF]
Proceedings of the London Mathematical Society, 1886 n ...
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The Riccati Equation in Mathematical Finance
Journal of Symbolic Computation, 2002 The authors summarize the relevant literature on closed-form solutions to the Riccati equation. They describe Kovacic's important contributions to the field. Next, they summarize some of the relevant aspects of the Cox-Ingersoll-Ross model. They describe in more detail the connection between the Riccati equation and practical implementation of the CIR ...
Phelim P. Boyle, W. Tian, Fred Guan
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Local estimates for modified Riccati equation in theory of half-linear differential equation
Electronic Journal of Qualitative Theory of Differential Equations, 2012 In this paper we study the half-linear differential equation \begin{equation*} \bigl(r(t)\Phi_p(x')\bigr)'+c(t)\Phi_p(x)=0, \end{equation*} where $\Phi_p(x)=|x|^{p-2}x$, $p>1$. Using modified Riccati technique and suitable local estimates for terms
Simona Fišnarová, Robert Marik
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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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Abstract and Applied Analysis, 2013 The Riccati equation is employed to construct exact travelling wave solutions to the generalized Bretherton equation. Taking full advantage of the Riccati equation which has more new solutions, abundant new multiple solition-like solutions are obtained ...
Xiuqing Yu, Fengsheng Xu, Lihua Zhang
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A note on Verhulst's logistic equation and related logistic maps [PDF]
, 2010 We consider the Verhulst logistic equation and a couple of forms of the corresponding logistic maps. For the case of the logistic equation we show that using the general Riccati solution only changes the initial conditions of the equation.
Elaydi S N +6 more
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