On Integration of a Matrix Riccati Equation

On Integration of a Matrix Riccati Equation Full article

Journal

Journal of Applied and Industrial Mathematics
ISSN: 1990-4789 , E-ISSN: 1990-4797

Output data

Year: 2020, Volume: 14, Number: 4, Pages: 732-742 Pages count : 11 DOI: 10.1134/S1990478920040110

Tags

algebraic invariant; Jordan form; matrix Riccati equation

Authors

Neshchadim M.V. ^1,2 , Chupakhin A.P. ^2,3

Affiliations

1	Sobolev Institute of Mathematics, Novosibirsk, 630090, Russian Federation
2	Novosibirsk State University, Novosibirsk, 630090, Russian Federation
3	Lavrentyev Institute of Hydrodynamics, Novosibirsk, 630090, Russian Federation

Abstract: We execute the complete integration of the simplest matrix Riccati equation in the two- andthree-dimensional cases for an arbitrary linear differential operator. The solution isconstructed in terms of the Jordan form of an unknown matrix and the corresponding similaritymatrix. We show that a similarity matrix is always representable as the product of two matricesone of which is an invariant of the differential operator. © 2020, Pleiades Publishing, Ltd.

Neshchadim M.V. , Chupakhin A.P.
On Integration of a Matrix Riccati Equation
Journal of Applied and Industrial Mathematics. 2020. V.14. N4. P.732-742. DOI: 10.1134/S1990478920040110 Scopus OpenAlex

Scopus:	2-s2.0-85100385214
OpenAlex:	W3129042448

DB	Citing
Scopus	3
OpenAlex	4