Results 21 to 30 of about 1,223,896 (216)
Journal of Ocean Engineering and Science, 2019 In a previous work, Zayed and Al-Nowehy have applied the Riccati equation mapping method combined with the generalized extended (G′/G)-expansion method and found new exact solutions of the nonlinear KPP equation.
Elsayed M.E. Zayed +2 more
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Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2022 This paper aims to apply and investigate the compact finite difference methods for solving integer-order and fractional-order Riccati differential equations. The fractional derivative in the fractional case is described in the Caputo sense.
H. Porki, M. Arabameri, R. Gharechahi
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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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Approximation of Solutions of Riccati Equations [PDF]
SIAM Journal on Control and Optimization, 2005 This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants.
P. BUBAK +2 more
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On solving discrete-time periodic Riccati equations [PDF]
, 2005 Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution ofdiscrete-time periodic Riccati equations are proposed.
A. Varga, Varga, Andras
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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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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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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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Acceleration of Oscillational Iterative Process to Solve the Riccati Equation [PDF]
, 2020 P(論文)Several methods to solve the Riccati equation are proposed for the optimal regulator problem in modern control theory. In some cases, a solution of the Riccati equation is reached through iterative calculation.
カナマル, ヒデユキ +1 more
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