On Riccati Matrix Differential Equations
| Autor: | M. Pohl, H. W. Knobloch |
|---|---|
| Rok vydání: | 1997 |
| Předmět: |
Stochastic partial differential equation
Examples of differential equations Mathematics (miscellaneous) Applied Mathematics Ordinary differential equation Mathematical analysis Riccati equation Differential algebraic equation Separable partial differential equation Numerical partial differential equations Algebraic Riccati equation Mathematics |
| Zdroj: | Results in Mathematics. 31:337-364 |
| ISSN: | 1420-9012 0378-6218 |
| DOI: | 10.1007/bf03322169 |
| Popis: | In this paper square Riccati matrix differential equations are considered. The coefficients can be arbitrary time—dependent matrices and need not satisfy any symmetry conditions. Contributions to the basic problems — existence and asymptotic behaviour of solutions — are presented based on two new methods. The first one is the usage of maximum principles for second order linear differential equations, the second one is a variety of possibilities for the parametric representation of solutions of Riccati differential equations. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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