A modification of the invariant imbedding method for a singular boundary value problem

We consider a dynamically-consistent analytical model of a 3D topographic vortex. The model is governed by equations derived from the classical problem of the axisymmetric Taylor–Couette flow. Using linear expansions, these equations can be reduced to a differential sixth-order equation with variable coefficients. For this differential equation, we formulate a boundary value problem, which has a number of issues for numerical solving. To avoid these issues and find the eigenvalues and eigenfunctions of the boundary value problem, we suggest a modification of the invariant imbedding method (the Riccati equation method). In this paper, we show that such a modification is necessary since the boundary conditions possess singular matrices, which sufficiently complicate the derivation of the Riccati equation. We suggest algebraic manipulations, which permit the initial problem to be reduced to a problem with regular boundary conditions. Also, we propose a method for obtaining a numerical solution of the matrix Riccati equation by means of recurrence relations, which allow us to obtain a matrizer converging to the required eigenfunction. The suggested method is tested by calculating the corresponding eigenvalues and eigenfunctions, and then, by constructing fluid particle trajectories on the basis of the eigenfunctions.     

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Combining Fourier series expansion with recursive matrix formulas, new reliable algorithms to compute the periodic, non-negative, definite stabilizing solutions of the periodic Riccati and Lyapunov matrix differential equations are proposed in this paper. First, periodic coefficients are expanded in terms of Fourier series to solve the time-varying periodic Riccati differential equation, and the state transition matrix of the associated Hamiltonian system is evaluated precisely with sine and cosine series. By introducing the Riccati transformation method, recursive matrix formulas are derived to solve the periodic Riccati differential equation, which is composed of four blocks of the state transition matrix. Second, two numerical sub-methods for solving Lyapunov differential equations with time-varying periodic coefficients are proposed, both based on Fourier series expansion and the recursive matrix formulas. The former algorithm is a dimension expanding method, and the latter one uses the solutions of the homogeneous periodic Riccati differential equations. Finally, the efficiency and reliability of the proposed algorithms are demonstrated by four numerical examples.     

A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems

We propose a generalization of the structured doubling algorithm to compute invariant subspaces of structured matrix pencils that arise in the context of solving linear quadratic optimal control problems. The new algorithm is designed to attain better accuracy when the classical Riccati equation approach for the solution of the optimal control problem is not well suited because the stable and unstable invariant subspaces are not well separated (because of eigenvalues near or on the imaginary axis) or in the case when the Riccati solution does not exist at all. We analyze the convergence of the method and compare the new method with the classical structured doubling algorithm as well as some structured QR methods. Copyright © 2012 John Wiley & Sons, Ltd.     

Weak control of weakly damped systems

The present paper gives an algorithm for the construction of the zeroth and first approximations of the solution of the algebraic matrix Riccati equation when the real part of the eigenvalues of the corresponding Hamiltonian matrix are much less than their imaginary parts. Unlike [1, 2] the basis of this algorithm is the construction of a transformation of the Hamiltonian matrix which conserves the eigenvectors of the matrix and changes its spectrum in the required direction (similar transformations were used in [3] to accelerate the convergence of the procedure for the construction of a matrix sign function).Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 39, No. 1, pp. 52–56, January–February, 1987.     

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.     

An improved approximate analytic solution for Riccati equations over extended intervals

In this paper, we present a new effective approach based on our previous method for solving Riccati equations [Vahidi and Didgar, An improved method for determining the solution of Riccati equations, Neural Comput & Applic DOI 10.1007/s00521-012-10645, 2012]. The proposed technique combines transformation of variables with the Laplace Adomian decomposition method, which is a variant of the classic Adomian decomposition method. The method examined practicality for several specific examples of the Riccati equation. Numerical results show that the proposed method is more efficient and accurate than other applied methods over extended intervals, and stands in good agreement to the exact solutions. The obtained results provide a rapidly convergent series, from which we achieve a high degree of accuracy using only a few terms of the recursion scheme. Thus we have developed a natural sequence of rational approximations as a technique of solution continuation for the Riccati equation.     

The numerical solution of unstable ordinary differential equations

Invariant imbedding, or the Riccati transformation, has been used to solve unstable ordinary differential equations for a few years. This paper compares the above method with parallel or multiple shooting and a method using Chebyshev series. Parallel shooting gives a solution as accurate as that obtained using the Riccati transformation, in a comparable time.     

Generating equations approach for quadratic matrix equations

We show how Van Loan's method for annulling the (2,1) block of skew‐Hamiltonian matrices by symplectic‐orthogonal similarity transformation generalizes to general matrices and provides a numerical algorithm for solving the general quadratic matrix equation: For skew‐Hamiltonian matrices we find their canonical form under a similarity transformation and find the class of all symplectic‐orthogonal similarity transformations for annulling the (2,1) block and simultaneously bringing the (1,1) block to Hessenberg form. We present a structure‐preserving algorithm for the solution of continuous‐time algebraic Riccati equation. Unlike other methods in the literature, the final transformed Hamiltonian matrix is not in Hamiltonian–Schur form. Three applications are presented: (a) for a special system of partial differential equations of second order for a single unknown function, we obtain the matrix of partial derivatives of second order of the unknown function by only algebraic operations and differentiation of functions; (b) for a similar transformation of a complex matrix into a symmetric (and three‐diagonal) one by applying only finite algebraic transformations; and (c) for finite‐step reduction of the eigenvalues–eigenvectors problem of a Hermitian matrix to the eigenvalues– eigenvectors problem of a real symmetric matrix of the same dimension. Copyright © 1999 John Wiley & Sons, Ltd.     

不动点理论与里卡提方程两个正周期解的存在性

利用压缩映射原理,得到里卡提方程一个正周期解的存在性;利用变量变换方法,将里卡提方程转化为伯努利方程.根据伯努利方程的周期解和变量变换,得到里卡提方程的另一个周期解.并讨论了两个正周期解的稳定性,一个周期解在某个区间上是吸引的,另一个周期解在R上是不稳定的.     

Coupling Bäcklund trasnsformation of Riccati equation and division theorem method for traveling wave solutions of some class of NLPDEs

In this paper, a effective method for searching infinite sequence periodic and solitary wave solutions to nonlinear partial differential equations (NLPDEs) is proposed. A simple transformation technique and division theorem are used to reduce some class of NLPDEs to the Riccati equation, and then the infinite sequence periodic and solitary wave solutions of some class of NLPDEs are constructed by using Bäcklund transformation of Riccati equation and nonlinear superposition principle. As illustrative examples, we obtain the infinite sequence travelling-wave solutions of the three special equations, respectively.     

A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M‐matrix

The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M‐matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive and one with negative real part. When both eigenvalues are exactly zero, the problem is called critical or null recurrent. Although in this case the problem is ill‐conditioned and the convergence of the algorithms based on matrix iterations is slow, there exist some techniques to remove the singularity and transform the problem to a well‐behaved one. Ill‐conditioning and slow convergence appear also in close‐to‐critical problems, but when none of the eigenvalues is exactly zero, the techniques used for the critical case cannot be applied. In this paper, we introduce a new method to accelerate the convergence properties of the iterations also in close‐to‐critical cases, by working on the invariant subspace associated with the problematic eigenvalues as a whole. We present numerical experiments that confirm the efficiency of the new method.Copyright © 2012 John Wiley & Sons, Ltd.     

关于一类广义Riccati方程三个可积判据的注记

通过变量变换的方法,将文[1]中一类广义Riccati方程的三个充分性判据统一起来,并加以推广.充分利用参数λ,κ的可变性揭示该结果与现有Riccati方程可积性间的关系,扩大了Riccati方程的可积性范围.     

Arnoldi-Riccati method for large eigenvalue problems

This paper describes a method for computing the dominant/right-most eigenvalues of large matrices. The method consists of refining the approximate eigenelements of a large matrix obtained by classical methods such as Arnoldi. The refinement process leads to a Riccati equation to be solved approximately. Numerical evidence of the improvements achieved by using the proposed approach is reported.Part of this work was done while visiting CERFACS (France) in Sept–Oct 1995 under contract HCM # ERBCHRXCT930420.     

变量代换法和几类里卡提方程的通解

研究了几类里卡提方程,利用变量代换法得到了方程的通解的几组充分性条件.     

Oscillatory Behavior of Solutions for a Class of Second Order Nonlinear Differential Equation with Perturbation

In this paper, a class of second order nonlinear differential equations with perturbation is studied. By using the generalized Riccati transformation, the integral averaging technique and the method of classification, new oscillation criteria are obtained for all solutions of the equations, which generalize and improve some known results.     

Matrix Riccati equations and matrix Sturm-Liouville problems

The asymptotic behavior of determinants of unitary solutions of matrix Riccati differential equations containing a large parameter is determined. The result leads to theorems on existence and asymptotic distribution of eigenvalues of indefinite matrix Sturm-Liouville problems.     

连续时间LQ控制主要本征对的算法

本文首先提出了离散时间LQ控制的本征值方程当△t→0时怎样退化成为连续时间LQ控制的本征值方程.在建立了分离出的n阶连续时间的本征值方程,并保证了其本征值必定都在左半平面后,本文提出计算其最靠近于虚轴的若干个本征对,可以通过A_e=eA的矩阵变换.A_e的本征值全在单位圆之内.本征向量不变,至于本征值则只要做一次对数运算就可以求得原阵的本征值.A_e阵的最接近于单位圆的若干个本征对的算法,可以通过共轭子空间迭代解解决之.     

Three types of exact solutions to Wick-type generalized stochastic Korteweg-de Vries equation

A Wick-type generalized stochastic Korteweg-de Vries equation is researched. By means of Hermite transformation, white noise theory and Riccati equation mapping method, three types of exact solutions to the generalized stochastic Korteweg-de Vries equation, which include the functional solutions of hyperbolic-exponential type, trigonometric-exponential type and exponential type, are derived.     

Analysis of the second order matrix Riccati equations

This paper is concerned with periodic solutions of 2x2 autonomous matrix Riccati differential equations. The author had given a necessary and sufficient condition for periodicity of solutions of matrix Riccati differential equations of general type and some examples. However, it is not so simple to verify whether this condition is satisfied or not. So this paper simplifies the verification by restricting to special cases. In particular, we show that there may exist periodic solutions for any case where the coefficient matrix of the linear part of the equation has complex eigenvalues if we choose an initial value suitably. Many examples having a periodic solution are also shown by systematic analysis; such examples are seldom seen in the literature.     

带势加权散度形式的 Grushin 型退化椭圆算子的 Dirichlet 特征值的上界*

本文考虑了带有位势的散度形式的 Grushin 型退化椭圆算子的 Dirichlet 加权特征值的估计.利 用傅里叶变换的方法得到了特征值的精确下界估计.然后通过试验函数的方法得到了特征值上界的杨型 不等式.