• 제목/요약/키워드: Riccati differential equations

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SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

  • Abazari, Reza
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1133-1143
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    • 2009
  • In this work, we successfully extended dimensional differential transform method (DTM), by presenting and proving some new theorems, to solve the non-linear matrix differential Riccati equations(first and second kind of Riccati matrix differential equations). This technique provides a sequence of matrix functions which converges to the exact solution of the problem. Examples show that the method is effective.

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양단 경계 조건이 있는 리카티 식을 가진 선형 레규레이터 (Linear Quadratic Regulators with Two-point Boundary Riccati Equations)

  • 권욱현
    • 대한전자공학회논문지
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    • 제16권5호
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    • pp.18-26
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    • 1979
  • 본 논문에서는 algebraic matrix Lyapunov equations과 a1gebraic matrix Riccati equations에 관하여 잘 알려져 있는 중요한 결과를 확장한다. 본 연구는 Matrix 미분 방정식에서 양단 경계조건이 존재하는 문제를 다루며 여기에서 얻어지는 결과는 기존하고 있는 결과를 포함하게 된다. 특히 선형 시스템이 periodic feedback gain control로 안정화되는 필요충분조건을 구하며, two-point boundary Riccati equations의 해를 쉽게 구하는 반복 계산방법을 제시한다. 또한 interalwise reeceding horizon을 이용한 새로운 periodic feedback gain control이 시스템을 안전화시켜줌을 보여준다.

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THE NUMBERS OF PERIODIC SOLUTIONS OF THE POLYNOMIAL DIFFERENTIAL EQUATION

  • Zhengxin, Zhou
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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    • pp.265-277
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    • 2004
  • This article deals with the number of periodic solutions of the second order polynomial differential equation using the Riccati equation, and applies the property of the solutions of the Riccati equation to study the property of the solutions of the more complicated differential equations. Many valuable criterions are obtained to determine the number of the periodic solutions of these complex differential equations.

Approximate solution of fuzzy quadratic Riccati differential equations

  • Tapaswini, Smita;Chakraverty, S.
    • Coupled systems mechanics
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    • 제2권3호
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    • pp.255-269
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    • 2013
  • This paper targets to investigate the solution of fuzzy quadratic Riccati differential equations with various types of fuzzy environment using Homotopy Perturbation Method (HPM). Fuzzy convex normalized sets are used for the fuzzy parameter and variables. Obtained results are depicted in term of plots to show the efficiency of the proposed method.

최적제어이론과 관련된 "리카티" 미분방정식의 수식해 (Numerical Solution of Riccati Differential Equation in Optimal Control Theory)

  • 경규학
    • 한국경영과학회지
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    • 제9권2호
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    • pp.28-33
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    • 1984
  • In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.

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OSCILLATION AND NONOSCILLATION THEOREMS FOR NONLINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong;Kim, Dong-Il
    • 대한수학회지
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    • 제44권6호
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    • pp.1453-1467
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    • 2007
  • By means of a Riccati transform some oscillation or nonoscillation criteria are established for nonlinear differential equations of second order $$(E_1)\;[p(t)|x#(t)|^{\alpha}sgn\;x#(t)]#+q(t)|x(\tau(t)|^{\alpha}sgn\;x(\tau(t))=0$$. $$(E_2),\;(E_3)\;and\;(E_4)\;where\;0<{\alpha}$$ and $${\tau}(t){\leq}t,\;{\tau}#(t)>0,\;{\tau}(t){\rightarrow}{\infty}\;as\;t{\rightarrow}{\infty}$$. In this paper we improve some previous results.

OSCILLATION THEOREMS FOR PERTURBED DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong
    • 대한수학회보
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    • 제45권2호
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    • pp.241-252
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    • 2008
  • By means of a Riccati transform and averaging technique some oscillation criteria are established for perturbed nonlinear differential equations of second order $(P_1)\;(p(t)x'(t))'+q(t)|x({\phi}(t)|^{{\alpha}+1}sgnx({\phi}(t))+g(t,\;x(t))=0$ $(P_2)$ and $(P_3)$ satisfying the condition (H). A comparison theorem and examples are given.

TRAVELLING WAVE SOLUTIONS FOR SOME NONLINEAR EVOLUTION EQUATIONS

  • Kim, Hyunsoo;Choi, Jin Hyuk
    • Korean Journal of Mathematics
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    • 제23권1호
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    • pp.11-27
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    • 2015
  • Nonlinear partial differential equations are more suitable to model many physical phenomena in science and engineering. In this paper, we consider three nonlinear partial differential equations such as Novikov equation, an equation for surface water waves and the Geng-Xue coupled equation which serves as a model for the unidirectional propagation of the shallow water waves over a at bottom. The main objective in this paper is to apply the generalized Riccati equation mapping method for obtaining more exact traveling wave solutions of Novikov equation, an equation for surface water waves and the Geng-Xue coupled equation. More precisely, the obtained solutions are expressed in terms of the hyperbolic, the trigonometric and the rational functional form. Solutions obtained are potentially significant for the explanation of better insight of physical aspects of the considered nonlinear physical models.

Oscillatory Behavior of Linear Neutral Delay Dynamic Equations on Time Scales

  • Saker, Samir H.
    • Kyungpook Mathematical Journal
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    • 제47권2호
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    • pp.175-190
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    • 2007
  • By employing the Riccati transformation technique some new oscillation criteria for the second-order neutral delay dynamic equation $$(y(t)+r(t)y({\tau}(t)))^{{\Delta}{\Delta}}+p(t)y(\delta(t))=0$$, on a time scale $\mathbb{T}$ are established. Our results as a special case when $\mathbb{T}=\mathbb{R}$ and $\mathbb{T}=\mathbb{N}$ improve some well known oscillation criteria for second order neutral delay differential and difference equations, and when $\mathbb{T}=q^{\mathbb{N}}$, i.e., for second-order $q$-neutral difference equations our results are essentially new and can be applied on different types of time scales. Some examples are considered to illustrate the main results.

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OSCILLATION THEOREMS FOR CERTAIN SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS

  • Sun, Yibing;Han, Zhenlai;Zhao, Ping;Sun, Ying
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1557-1569
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    • 2011
  • In this paper, we consider the oscillation of the following certain second order nonlinear differential equations $(r(t)(x^{\prime}(t))^{\alpha})^{\prime}+q(t)x^{\beta}(t)=0$>, where ${\alpha}$ and ${\beta}$ are ratios of positive odd integers. New oscillation theorems are established, which are based on a class of new functions ${\Phi}={\Phi}(t,s,l)$ defined in the sequel. Also, we establish some interval oscillation criteria for this equation.