A new class of complex nonsymmetric algebraic Riccati equations has been studied by Liu & Xue (2012, SIAM J. Matrix Anal. Appl., 33, 569–596), which is related to the M-matrix algebraic Riccati equations. Doubling algorithms, with properly chosen parameters, are used there for equations in this new class. It is pointed out that the number of iterations for the doubling algorithms may be relativ...

The Linear-Quadratic Gaussian (LQG) design is the most efficient and widely used design approach in the field of linear stochastic control systems. From theoretical point of view this approach is reduced to the synthesis of a LQ state regulator and of a Kalman filter for the controlled system. From computational point of view the LQG design consists of solving a pair of matrix Riccati equations...

In this work, after reviewing two different ways to solve Riccati systems, we are able to present an extensive list of families of integrable nonlinear Schrödinger (NLS) equations with variable coefficients. Using Riccati equations and similarity transformations, we are able to reduce them to the standard NLS models. Consequently, we can construct bright-, darkand Peregrine-type soliton solutio...

Some preliminaries about the integrable families of Riccati equations and solutions structure of these equations in several cases are presented in this paper, then by using of definitions for fractional derivative, we apply the new extended of tanh method to the perturbed nonlinear fractional Schrodinger equation with the kerr law nonlinearity. Finally by using of this method and solutions of R...

This paper is concerned with optimal control of linear backward stochastic differential equations (BSDEs) with a quadratic cost criteria, or backward linear-quadratic (BLQ) control. The solution of this problem is obtained completely and explicitly by using an approach which is based primarily on the completion-of-squares technique. Two alternative, though equivalent, expressions for the optima...

In this paper a modification of He's variational iteration method (VIM) has been employed to solve Dung and Riccati equations. Sometimes, it is not easy or even impossible, to obtain the first few iterations of VIM, therefore, we suggest to approximate the integrand by using suitable expansions such as Taylor or Chebyshev expansions.

‎in this paper‎, ‎a spectral tau method for solving fractional riccati‎ ‎differential equations is considered‎. ‎this technique describes‎ ‎converting of a given fractional riccati differential equation to a‎ ‎system of nonlinear algebraic equations by using some simple‎ ‎matrices‎. ‎we use fractional derivatives in the caputo form‎. ‎convergence analysis of the proposed method is given an...

We introduce a ultradiscretization with parity variables of the q-difference Painlevé VI system of equations. We show that ultradiscrete limit of Riccati-type solutions of q-Painlevé VI satisfies the ultradiscrete Painlevé VI system of equations with the parity variables, which is valid by using the parity variables. We study some solutions of the ultradiscrete Riccati-type equation and those o...

The generating functions for a large class of combinatorial problems involving the enumeration of permutations may be expressed as solutions to matrix Riccati equations. We show that the generating functions for the permutation problem in which the number of inversions is also preserved form a system of matrix Riccati equations in which the differential operator is the Eulerian differential ope...

We establish a close relation between higher order Riccati equations and Faá di Bruno polynomial respectively Ramanujan’s differential equations connected to modular forms.