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On Integration of a Matrix Riccati Equation. / Neshchadim, M. V.; Chupakhin, A. P.

In: Journal of Applied and Industrial Mathematics, Vol. 14, No. 4, 11.2020, p. 732-742.

Research output: Contribution to journal › Article › peer-review

Harvard

Neshchadim, MV & Chupakhin, AP 2020, 'On Integration of a Matrix Riccati Equation', Journal of Applied and Industrial Mathematics, vol. 14, no. 4, pp. 732-742. https://doi.org/10.1134/S1990478920040110

APA

Neshchadim, M. V., & Chupakhin, A. P. (2020). On Integration of a Matrix Riccati Equation. Journal of Applied and Industrial Mathematics, 14(4), 732-742. https://doi.org/10.1134/S1990478920040110

Vancouver

Neshchadim MV, Chupakhin AP. On Integration of a Matrix Riccati Equation. Journal of Applied and Industrial Mathematics. 2020 Nov;14(4):732-742. doi: 10.1134/S1990478920040110

Author

Neshchadim, M. V. ; Chupakhin, A. P. / On Integration of a Matrix Riccati Equation. In: Journal of Applied and Industrial Mathematics. 2020 ; Vol. 14, No. 4. pp. 732-742.

BibTeX

@article{abcfae3e2580412a909bb69099b761b2,
title = "On Integration of a Matrix Riccati Equation",
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.",
keywords = "algebraic invariant, Jordan form, matrix Riccati equation",
author = "Neshchadim, {M. V.} and Chupakhin, {A. P.}",
note = "Funding Information: The authors were supported by the Programs of Basic Research nos. III.22.4.1 and I.1.5 (project no. 0314–2019–0011) of the Siberian Branch of the Russian Academy of Sciences. Publisher Copyright: {\textcopyright} 2020, Pleiades Publishing, Ltd. Copyright: Copyright 2021 Elsevier B.V., All rights reserved.",
year = "2020",
month = nov,
doi = "10.1134/S1990478920040110",
language = "English",
volume = "14",
pages = "732--742",
journal = "Journal of Applied and Industrial Mathematics",
issn = "1990-4789",
publisher = "Maik Nauka-Interperiodica Publishing",
number = "4",

}

RIS

TY - JOUR

T1 - On Integration of a Matrix Riccati Equation

AU - Neshchadim, M. V.

AU - Chupakhin, A. P.

N1 - Funding Information: The authors were supported by the Programs of Basic Research nos. III.22.4.1 and I.1.5 (project no. 0314–2019–0011) of the Siberian Branch of the Russian Academy of Sciences. Publisher Copyright: © 2020, Pleiades Publishing, Ltd. Copyright: Copyright 2021 Elsevier B.V., All rights reserved.

PY - 2020/11

Y1 - 2020/11

N2 - 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.

AB - 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.

KW - algebraic invariant

KW - Jordan form

KW - matrix Riccati equation

UR - http://www.scopus.com/inward/record.url?scp=85100385214&partnerID=8YFLogxK

U2 - 10.1134/S1990478920040110

DO - 10.1134/S1990478920040110

M3 - Article

AN - SCOPUS:85100385214

VL - 14

SP - 732

EP - 742

JO - Journal of Applied and Industrial Mathematics

JF - Journal of Applied and Industrial Mathematics

SN - 1990-4789

IS - 4

ER -

ID: 27707380