Stationary and periodic solutions of the operator Riccati equation under a random perturbation

1993 ◽  
Vol 45 (5) ◽  
pp. 662-670
Author(s):  
A. Ya. Dorogovtsev
2009 ◽  
Vol 2009 ◽  
pp. 1-13 ◽  
Author(s):  
Alvaro H. Salas S ◽  
Cesar A. Gómez S

The general projective Riccati equation method and the Exp-function method are used to construct generalized soliton solutions and periodic solutions to special KdV equation with variable coefficients and forcing term.


2020 ◽  
Vol 24 (6 Part B) ◽  
pp. 3995-4000
Author(s):  
Xiao-Jun Yin ◽  
Quan-Sheng Liu ◽  
Lian-Gui Yang ◽  
N Narenmandula

In this paper, a non-linear (3+1)-dimensional Zakharov-Kuznetsov equation is investigated by employing the subsidiary equation method, which arises in quantum magneto plasma. The periodic solutions, rational wave solutions, soliton solutions for the quantum Zakharov-Kuznetsov equation which play an important role in mathematical physics are obtained with the help of the Riccati equation expan?sion method. Meanwhile, the electrostatic potential can be accordingly obtained. Compared to the other methods, the exact solutions obtained will extend on earlier reports by using the Riccati equation.


1983 ◽  
Vol 105 (1) ◽  
pp. 1-10 ◽  
Author(s):  
K. Watanabe ◽  
M. Iwasaki

A fast computational approach is considered for solving of a time-invariant operator Riccati equation accompanied with the optimal steady-state filtering problem of a distributed-parameter system. The partitioned filter with the effective initialization is briefly explained and some relationships between its filter and the well-known Kalman-type filter are shown in terms of the Meditch-type fixed-point smoother in Hilbert spaces. Then, with the aid of these results the time doubling algorithm is proposed to solve the steady-state solution of the operator Riccati equation. Some numerical examples are included and a comparison of the computation time required by the proposed method is made with other algorithms—the distributed partitioned numerical algorithm, and the Runge-Kutta method. It is found that the proposed algorithm is approximately from 40 to 50 times faster than the classical Runge-Kutta method with constant step-size for the case of 9th order mode Fourier expansion.


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