Integrability of doubly-periodic Riccati equation

Integrability of Riccati equation from a group theoretical viewpoint

In this paper we develop some group theoretical methods which are shown to be very useful for a better understanding of the properties of the Riccati equation and we discuss some of its integrability conditions from a group theoretical perspective. The nonlinear superposition principle also arises in a simple way.

Perturbation Analysis of the Periodic Discrete-Time Algebraic Riccati Equation

This paper is devoted to the perturbation analysis for the periodic discrete-time algebraic Riccati equations (P-DAREs). Perturbation bounds and condition numbers of the Hermitian positive semidefinite solution set to the P-DAREs are obtained. The results are illustrated by numerical examples.

Quasi-doubly periodic solutions to a generalized Lamé equation

We consider the generalized Lamé equation df dx + 1 2 ( 1 x + 1 x− 1 + 1 x− k 1 + 1 x− k 2 )

On solving periodic Riccati equations

Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs, a new multiple shooting-type algorithm is developed to compute the periodic solutions in an arbitrary number of time moments within one period...

Application of Iterative Methods for Solving General Riccati Equation