Positive definite solutions of some matrix equations

In this paper we investigate some existence questions of positive semi-definite solutions for certain classes of matrix equations known as the generalized Lyapunov equations. We present sufficient and necessary conditions for certain equations and only sufficient for others.     

Vector least-squares solutions for coupled singular matrix equations

The weighted least-squares solutions of coupled singular matrix equations are too difficult to obtain by applying matrices decomposition. In this paper, a family of algorithms are applied to solve these problems based on the Kronecker structures. Subsequently, we construct a computationally efficient solutions of coupled restricted singular matrix equations. Furthermore, the need to compute the weighted Drazin and weighted Moore–Penrose inverses; and the use of Tian's work and Lev-Ari's results are due to appearance in the solutions of these problems. The several special cases of these problems are also considered which includes the well-known coupled Sylvester matrix equations. Finally, we recover the iterative methods to the weighted case in order to obtain the minimum D-norm G-vector least-squares solutions for the coupled Sylvester matrix equations and the results lead to the least-squares solutions and invertible solutions, as a special case.     

Transformations between discrete-time and continuous-time algebraic Riccati equations

We introduce a transformation between the discrete-time and continuous-time algebraic Riccati equations. We show that under mild conditions the two algebraic Riccati equations can be transformed from one to another, and both algebraic Riccati equations share common Hermitian solutions. The transformation also sets up the relations about the properties, commonly in system and control setting, that are imposed in parallel to the coefficient matrices and Hermitian solutions of two algebraic Riccati equations. The transformation is simple and all the relations can be easily derived. We also introduce a generalized transformation that requires weaker conditions. The proposed transformations may provide a unified tool to develop the theories and numerical methods for the algebraic Riccati equations and the associated system and control problems.     

Stein iterations for the coupled discrete-time Riccati equations

We consider a set of discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control of Markovian jump linear systems. Two iterations for computing a symmetric (maximal) solution of this system are investigated. We construct sequences of the solutions of the decoupled Stein equations and show that these sequences converge to a solution of the considered system. Numerical experiments are given.     

Stabilization of the statistical solution of the parabolic equation

We study the convergence of the statistical solutions of the parabolic equation. Under some mixing condition (in the sense of Rosenblatt) for initial measure and natural assumptions on the coefficients of the equation we prove weak convergence to the Gaussian distribution. Similar results for the hyperbolic equations were obtained in [1–4].     

Weighted least squares solutions to general coupled Sylvester matrix equations

This paper is concerned with weighted least squares solutions to general coupled Sylvester matrix equations. Gradient based iterative algorithms are proposed to solve this problem. This type of iterative algorithm includes a wide class of iterative algorithms, and two special cases of them are studied in detail in this paper. Necessary and sufficient conditions guaranteeing the convergence of the proposed algorithms are presented. Sufficient conditions that are easy to compute are also given. The optimal step sizes such that the convergence rates of the algorithms, which are properly defined in this paper, are maximized and established. Several special cases of the weighted least squares problem, such as a least squares solution to the coupled Sylvester matrix equations problem, solutions to the general coupled Sylvester matrix equations problem, and a weighted least squares solution to the linear matrix equation problem are simultaneously solved. Several numerical examples are given to illustrate the effectiveness of the proposed algorithms.     

Matrix polynomials satisfying first order differential equations and three term recurrence relations

We describe families of matrix valued polynomials satisfying simultaneously a first order differential equation and a three term recurrence relation. Our goal is to address the classification of the matrix valued polynomials satisfying first order differential equations through the solutions of the so-called bispectral problem. At the heart of this lies the need to solve some complicated nonlinear equations with matrix coefficients called ad-conditions. The solutions of these equations are studied under a variety of sufficient conditions on its coefficients.     

Fractional order differential equations on an unbounded domain

We are concerned with the existence of bounded solutions of a boundary value problem on an unbounded domain for differential equations involving the Caputo fractional derivative. Our results are based on a fixed point theorem of Schauder combined with the diagonalization method.     

Extensions of Wilks' integral equations and distributions of test statistics

Summary Wilks [26] introduced two integral equations in connection with distribution problems in statistics. He called them Type A and Type B equations. Tretter and Walster ([22], [24]) solved the Type B equation and obtained the null and non-null distributions of the likelihood ratio criterion for testing linear hypotheses in the multinormal case. In this article we present several types of solutions of these equations along with new equations called Types C, D, E and F with their solutions. These include the integral equations satisfied by the density of a random variable which is (a) product of independent real gamma variates; (b) products of independent real beta variates; (c) ratio of products of independent beta and gamma variates; (d) arbitrary powers of products of gamma and beta variates; (e) arbitrary powers of products and ratios of beta and gamma variates, and more general cases.     

Oscillating solutions of scalar delay-differential equations with state dependence

This paper is concerned with the oscillatory behavior of the delay-differential equation X'(t)=F(t,x_t) including the equations x'(t)=-a(t)x(t-r(t,x(t))), [display math001] as special cases.We give conditions for the existence of a nonoscillatory solution of (1) and criteria for the oscillation of all solutions of (1), aiming at extending or generalizing to (1) some of the recent oscillation and nonoscillation results for delay equations of the form x'(t)=-a(t)x(t-p)).     

Existence of solutions for second order impulsive differential equations with deviating arguments

This paper deals with impulsive second order differential equations with deviating arguments. We investigate the existence of solutions of such problems with nonlinear boundary conditions. To obtain corresponding results we discuss also second order impulsive differential inequalities with deviating arguments.     

Zur existenz periodischer losungen von pseudodifferential gleichungen mit nacheilendem argument

In this paper an existence theorem for periodic solutions of pseudo-differential equations with delayed argument is proved by using an algebra of pseudo-differential operators. The existence of periodic solutions of the heat equation with delayed argument is included.     

Singularly perturbed elliptic systems

We study the existence and concentration behavior of positive solutions for a class of Hamiltonian systems (two coupled nonlinear stationary Schrödinger equations). Combining the Legendre–Fenchel transformation with mountain pass theorem, we prove the existence of a family of positive solutions concentrating at a point in the limit, where related functionals realize their minimum energy. In some cases, the location of the concentration point is given explicitly in terms of the potential functions of the stationary Schrödinger equations.     

Simultaneous solutions of Sylvester equations and idempotent matrices separating the joint spectrum

We investigate simultaneous solutions of the matrix Sylvester equations A_iX-XB_i=C_i,i=1,2,…,k, where {A₁,…,A_k} and {B₁,…,B_k} are k-tuples of commuting matrices of order m×m and p×p, respectively. We show that the matrix Sylvester equations have a unique solution X for every compatible k-tuple of m×p matrices {C₁,…,C_k} if and only if the joint spectra σ(A₁,…,A_k) and σ(B₁,…,B_k) are disjoint. We discuss the connection between the simultaneous solutions of Sylvester equations and related questions about idempotent matrices separating disjoint subsets of the joint spectrum, spectral mapping for the differences of commuting k-tuples, and a characterization of the joint spectrum via simultaneous solutions of systems of linear equations.     

Refinement equations with nonnegative coefficients

In this paper we analyze solutions of the n-scale functional equation Ф(x) = Σ_k∈ℤ ^Pk Ф(nx−k), where n≥2 is an integer, the coefficients {P_k} are nonnegative and Σpk = 1. We construct a sharp criterion for the existence of absolutely continuous solutions of bounded variation. This criterion implies several results concerning the problem of integrable solutions of n-scale refinement equations and the problem of absolutely continuity of distribution function of one random series. Further we obtain a complete classification of refinement equations with positive coefficients (in the case of finitely many terms) with respect to the existence of continuous or integrable compactly supported solutions.     

Solving systems of fractional differential equations using differential transform method

This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.     

On the analyticity of solutions to semilinear differential equations degenerated on a submanifold

We investigate the analyticity of solutions to semilinear elliptic equations degenerated on a submanifold. We introduce a new weighted Sobolev space which is appropriate for studying such equations. The technique for linear equations using cut-off functions cannot be applied and we need to use a representation formula which requires a fundamental solution.     

Periodic solutions for general nonlinear state-dependent delay logistic equations

In this paper, by using the continuation theorem of coincidence degree theory, we investigate the existence of periodic solutions for more general state-dependent delay logistic equations. Several sufficient conditions are given, and the obtained conditions possess important significance in both theories and applications.     

The Clifford algebra of differential forms

This paper reviews Clifford algebras in mathematics and in theoretical physics. In particular, the little-known differential form realization is constructed in detail for the four-dimensional Minkowski space. This setting is then used to describe spinors as differential forms, and to solve the Klein-Gordon and Kähler-Dirac equations. The approach of this paper, in obtaining the solutions directly in terms of differential forms, is much more elegant and concise than the traditional explicit matrix methods. A theorem given here differentiates between the two real forms of the Dirac algebra by showing that spin can be accommodated in only one of them.