常微分方程的一些新的可积类型

<正> 大家知道,一般的 Riccati 方程和二阶变系数线性方程是不可积的.本文对[3]作了提炼和扩充,给出了 Riccati 方程和二阶方程的一些新的可积类型,用统一的方程或定理概括了古典的及近代得到的许多著名的可积类型及可积性结果,并且引入豫解函数、特征常数、特征方程及判别式等概念,使这几类方程的求解“公式化”.     

一类广义Riccati方程的三个可积判据

考虑一类广义Riccati方程,通过函数变换,在所给条件下,将这类方程等价地化为变量分离方程,从而得到了该方程可积的三个充分性判据,并给出方程通解的参数表达形式,扩大了Riccati方程的可解性范围.     

利用Riccati方程求解Burgers方程再探

在现代科学中,Burgers方程模型在物理和通信技术等领域有着重要的地位和作用.一种可行方法是将Burgers方程转化为Riccati方程或二阶线性微分方程探讨其解.但由于Riccati方程的不可积性,使其求解异常困难.现利用Riccati方程的不变量关系,统一给出相关文献中关于Burgers方程的Riccati方程解形式,形成统一的解理论.     

二阶线性微分方程的乘子可积性

在偏微分方程Riemann解法和微分方程裂变思想的启发下,引入了微分方程乘子函数(解)和乘子解法的概念,系统地讨论了二阶线性微分方程的乘子可积性.得到了二阶线性微分方程乘子可积的条件以及Riceati方程可积的充分必要条件,并分别给出了二阶线性微分方程和Riccati方程在乘子解下的通积分.     

一类一阶非线性微分方程封闭可积条件

本文得到了较为广泛的一类一阶非线性微分方程的封闭可积充分条件 ,其实用性之一表现在著名的 Riccati方程和 Appel方程的一些古典的和近代的可积性结果都是它的特例     

一类Riccati方程的推广

把 Riccati方程 y′=Py2 + Qy+ R推广成 Riccati型方程 :f′( y) dydx=Pf 2 ( y) + Qf ( y) + R.并给出其可积的条件及其对应的通积分 .     

关于常微分方程解法的一点评注

著名的 Riccati 方程和二阶线性齐次微分方程,一般说来是不可积的.本文首先评述了前人的某些结果是非实质性的,然后对这两类方程统一地引入了不变式、预解方程和预解常数的概念,得到了这两类方程的一个新的、实用的可积充分条件,导出了一些新的可积类型.     

(2+1)维色散长波方程的非局域对称及相容Riccati展开可积性

研究了(2+1)维色散长波方程的非局域对称性和相容Riccati展开(CRE)可积性.首先,通过Painleve分析中的留数对称,将(2+1)维色散长波方程留数对称局域化,得到了与Schwartzian变量相对应的对称群;其次,基于CRE方法,证明了(2+1)维色散长波方程在CRE条件下是可积的;最后,通过求解相容性方程,构造了该方程的孤立波与椭圆周期波的相互作用解.     

利用Tanh方法产生的(2+1)和(3+1)维非线性可积方程的精确解

主要利用Tanh函数方法,对两个高维五阶非线性可积方程进行了讨论,通过行波约化,分别将(2+1)和(3+1)维非线性可积方程转化为常微分方程.结合Riccati方程的性质,分别得到关于若干参变量的代数系统,借助于Mathematica软件符号运算功能,最终得到了上述两个高维方程的精确解.     

评“二阶线性微分方程可解的条件”一文

指出该文定理不是新的,例子中的解法也很繁杂,介绍了作者所得到的关于Riccati方程和二阶线性微分方程的一些新的可积类型.     

Quadratic optimal control of stable well-posed linear systems

We consider the infinite horizon quadratic cost minimization problem for a stable time-invariant well-posed linear system in the sense of Salamon and Weiss, and show that it can be reduced to a spectral factorization problem in the control space. More precisely, we show that the optimal solution of the quadratic cost minimization problem is of static state feedback type if and only if a certain spectral factorization problem has a solution. If both the system and the spectral factor are regular, then the feedback operator can be expressed in terms of the Riccati operator, and the Riccati operator is a positive self-adjoint solution of an algebraic Riccati equation. This Riccati equation is similar to the usual algebraic Riccati equation, but one of its coefficients varies depending on the subspace in which the equation is posed. Similar results are true for unstable systems, as we have proved elsewhere.

     

Solutions of Riccati-Abel equation in terms of third order trigonometric functions

Solutions of the generalized Riccati equations with third order nonlinearity, named as Riccati-Abel equation, are expressed via third order trigonometric functions. It is shown, as the ordinary Riccati equation, also the Riccati-Abel equation has a relationship with a linear differential equations. A summation formula for solutions of Riccati-Abel equation is established. Possible applications of this formula in the generalized dynamics is outlined. The method admits an extension to the case of generalized Riccati equations with any order of nonlinearity     

A reduction technique for discrete generalized algebraic and difference Riccati equations

This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation.     

Delta算子Riccati方程研究的新结果

基于Delta算子描述，统一研究连续时间代数Riccati方程(CARE)和离散时间代数Riccati方程(DARE)的定界估计问题，提出了统一代数Riccati方程(UARE)解矩阵的上下界，给出UARE中P与R和Q的几个基本关系．     

Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation

In this paper the Hamiltonian matrix formulation of the Riccati equation is used to derive the reduced-order pure-slow and pure-fast matrix differential Riccati equations of singularly perturbed systems. These pure-slow and pure-fast matrix differential Riccati equations are obtained by decoupling the singularly perturbed matrix differential Riccati equation of dimension n₁+n₂ into the pure-slow regular matrix differential Riccati equation of dimension n₁ and the pure-fast stiff matrix differential Riccati equation of dimension n₂. A formula is derived that produces the solution of the original singularly perturbed matrix differential Riccati equation in terms of solutions of the pure-slow and pure-fast reduced-order matrix differential Riccati equations and solutions of two reduced-order initial value problems. In addition to its theoretical importance, the main result of this paper can also be used to implement optimal filtering and control schemes for singularly perturbed linear time-invariant systems independently in pure-slow and pure-fast time scales.     

Accessibility of the matrix Riccati differential equation

A known result on the classification of transitive Lie group actions on complex Grassmann manifolds is exploited to derive a necessary and sufficient accessibility criterion for the complex matrix differential Riccati equation. We treat both cases, the symmetric as well as the non-symmetric Riccati equation. Corresponding accessibility results for the real Riccati equation are also available, but not stated here. An application to the accessibility of generalized double bracket flows is given. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

Autonomous Planar Systems of Riccati Type

The role of Riccati type systems in the plane along with the related linear, second order differential equation is examined. If $x$ and $y$ are the variables of the Riccati differential equation, then any integrable Riccati system has two independent invariant curves dependent upon these variables whose nature is easily determined from the solution of the linear equation. Each of these curves has the same cofactor. Other invariant curves depend upon $x$ alone and are shown to be less important. The systems have both Liouvillian and non--Liouvillian solutions and are easily transformable to symmetric systems. However, systems derived from them may not be symmetric in their transformed variables. Several systems from the literature are discussed with regard to the forms of the invariant curves presented in the paper. The relation of certain Riccati type systems is considered with respect to Abel differential equations.     

Characterization of the stability radius via bifurcation techniques

Robustness of stability of linear time-invariant systems using the relationship between the structured complex stability radius and a parametrized algebraic Riccati equation is analysed. Our approach is based on the observation that the algebraic Riccati equation can be viewed as a bifurcation problem. It is proved that the stability radius is, under certain assumptions, associated with a turning point of the bifurcation problem given by the parametrized algebraic Riccati equation. As a byproduct, the stability radius can be computed via path following. Some numerical examples are presented.     

Mean–variance portfolio selection under a constant elasticity of variance model

This paper discusses a mean–variance portfolio selection problem under a constant elasticity of variance model. A backward stochastic Riccati equation is first considered. Then we relate the solution of the associated stochastic control problem to that of the backward stochastic Riccati equation. Finally, explicit expressions of the optimal portfolio strategy, the value function and the efficient frontier of the mean–variance problem are expressed in terms of the solution of the backward stochastic Riccati equation.