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On Integration of a Matrix Riccati Equation Full article

Journal Journal of Applied and Industrial Mathematics
ISSN: 1990-4789
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
2 Novosibirsk State University
3 Lavrentyev Institute of Hydrodynamics

Funding (1)

1 Министерство науки и высшего образования Российской Федерации FWGG-2021-0009

Abstract: We execute the complete integration of the simplest matrix Riccati equation in the two- and three-dimensional cases for an arbitrary linear differential operator. The solution is constructed in terms of the Jordan form of an unknown matrix and the corresponding similarity matrix. We show that a similarity matrix is always representable as the product of two matrices one of which is an invariant of the differential operator.
Cite: 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 РИНЦ OpenAlex
Original: Нещадим М.В. , Чупахин А.П.
ОБ ИНТЕГРИРОВАНИИ ОДНОГО МАТРИЧНОГО УРАВНЕНИЯ РИККАТИ
Сибирский журнал индустриальной математики. 2020. Т.23. №4. С.101–113. DOI: 10.33048/SIBJIM.2020.23.408 РИНЦ OpenAlex
Dates:
Submitted: Aug 27, 2020
Accepted: Sep 10, 2020
Published print: Jan 29, 2021
Identifiers:
Scopus: 2-s2.0-85100385214
Elibrary: 44958478
OpenAlex: W3129042448
Citing:
DB Citing
Scopus 3
OpenAlex 4
Elibrary 2
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