Explicit Solutions for a Riccati Equation from Transport Theory

This is the published version, also available here: http://dx.doi.org/10.1137/070708743.We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to explore some new properties of the minimal positive solution and to derive fast and highly accurate numerical methods. Some numerical tests demonstrate the properties of the new methods

Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms

We survey on theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorithmic advances. In particular, some results on the number of positive solutions are proved and a careful convergence analysis of Newton\u27s iteration is carried out in the cases of interest where some singularity conditions are encountered. From this analysis we determine initial approximations which still guarantee the quadratic convergence

Differential-Algebraic Equations

Differential-Algebraic Equations (DAE) are today an independent field of research, which is gaining in importance and becoming of increasing interest for applications and mathematics itself. This workshop has drawn the balance after about 25 years investigations of DAEs and the research aims of the future were intensively discussed

Modeling, Analysis, and Optimization Issues for Large Space Structures

Topics concerning the modeling, analysis, and optimization of large space structures are discussed including structure-control interaction, structural and structural dynamics modeling, thermal analysis, testing, and design

Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a superposition of Ornstein-Uhlenbeck processes (supOU process), generating a sub-exponential autocorrelation function observed in actual data. The integral operator Riccati equation is heuristically derived to determine the optimal control of the infinite-dimensional system. In addition, its finite-dimensional version is derived with a discretized distribution of the reversion speed and computed by a finite difference scheme. The optimality of the Riccati equation is analyzed by a verification argument. The supOU process is parameterized based on the actual data of a perennial river. The convergence of the numerical scheme is analyzed through computational experiments. Finally, we demonstrate the application of the proposed model to realistic problems along with the Kolmogorov backward equation for the performance evaluation of controls

SciCADE 95: International conference on scientific computation and differential equations

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included

Turing conditions for pattern forming systems on evolving manifolds

The study of pattern-forming instabilities in reaction-diffusion systems on growing or otherwise time-dependent domains arises in a variety of settings, including applications in developmental biology, spatial ecology, and experimental chemistry. Analyzing such instabilities is complicated, as there is a strong dependence of any spatially homogeneous base states on time, and the resulting structure of the linearized perturbations used to determine the onset of instability is inherently non-autonomous. We obtain general conditions for the onset and structure of diffusion driven instabilities in reaction-diffusion systems on domains which evolve in time, in terms of the time-evolution of the Laplace-Beltrami spectrum for the domain and functions which specify the domain evolution. Our results give sufficient conditions for diffusive instabilities phrased in terms of differential inequalities which are both versatile and straightforward to implement, despite the generality of the studied problem. These conditions generalize a large number of results known in the literature, such as the algebraic inequalities commonly used as a sufficient criterion for the Turing instability on static domains, and approximate asymptotic results valid for specific types of growth, or specific domains. We demonstrate our general Turing conditions on a variety of domains with different evolution laws, and in particular show how insight can be gained even when the domain changes rapidly in time, or when the homogeneous state is oscillatory, such as in the case of Turing-Hopf instabilities. Extensions to higher-order spatial systems are also included as a way of demonstrating the generality of the approach

Research in progress in applied mathematics, numerical analysis, fluid mechanics, and computer science

This report summarizes research conducted at the Institute for Computer Applications in Science and Engineering in applied mathematics, fluid mechanics, and computer science during the period October 1, 1993 through March 31, 1994. The major categories of the current ICASE research program are: (1) applied and numerical mathematics, including numerical analysis and algorithm development; (2) theoretical and computational research in fluid mechanics in selected areas of interest to LaRC, including acoustics and combustion; (3) experimental research in transition and turbulence and aerodynamics involving LaRC facilities and scientists; and (4) computer science