Helmoltz problem for the Riccati equation from an analogous Friedmann equation

We report a solution of the inverse Lagrangian problem for the first order Riccati differential equation by means of an analogy with the Friedmann equation of a suitable Friedmann–Lemaître–Robertson–Walker universe in general relativity. This analogous universe has fine-tuned parameters and is unphysical, but it suggests a Lagrangian and a Hamiltonian for the Riccati equation and for the many physical systems described by it.

Indefinite Linear-Quadratic Stochastic Control Problem for Jump-Diffusion Models with Random Coefficients: A Completion of Squares Approach

In this paper, we study the indefinite linear-quadratic (LQ) stochastic optimal control problem for stochastic differential equations (SDEs) with jump diffusions and random coefficients driven by both the Brownian motion and the (compensated) Poisson process. In our problem setup, the coefficients in the SDE and the objective functional are allowed to be random, and the jump-diffusion part of the SDE depends on the state and control variables. Moreover, the cost parameters in the objective functional need not be (positive) definite matrices. Although the solution to this problem can also be obtained through the stochastic maximum principle or the dynamic programming principle, our approach is simple and direct. In particular, by using the Itô-Wentzell’s formula, together with the integro-type stochastic Riccati differential equation (ISRDE) and the backward SDE (BSDE) with jump diffusions, we obtain the equivalent objective functional that is quadratic in control u under the positive definiteness condition, where the approach is known as the completion of squares method. Then the explicit optimal solution, which is linear in state characterized by the ISRDE and the BSDE jump diffusions, and the associated optimal cost are derived by eliminating the quadratic term of u in the equivalent objective functional. We also verify the optimality of the proposed solution via the verification theorem, which requires solving the stochastic HJB equation, a class of stochastic partial differential equations with jump diffusions.

Orthonormal Ultraspherical Operational Matrix Algorithm for Fractal–Fractional Riccati Equation with Generalized Caputo Derivative

Herein, we developed and analyzed a new fractal–fractional (FF) operational matrix for orthonormal normalized ultraspherical polynomials. We used this matrix to handle the FF Riccati differential equation with the new generalized Caputo FF derivative. Based on the developed operational matrix and the spectral Tau method, the nonlinear differential problem was reduced to a system of algebraic equations in the unknown expansion coefficients. Accordingly, the resulting system was solved by Newton’s solver with a small initial guess. The efficiency, accuracy, and applicability of the developed numerical method were checked by exhibiting various test problems. The obtained results were also compared with other recent methods, based on the available literature.

Construction of optical solitons for conformable generalized model in nonlinear media

In the current analysis, the conformable generalized Kudryashov equation of pulses propagation with power non-linearity is processed. The considered higher order equation represents a generalized mathematical model of many well-known ones in nonlinear media. A variety of multiple kinks, bi-symmetry, periodic, singular, bright and dark optical solitons are extracted via the generalized Riccati equation mapping method. Basing on the Riccati differential equation, the theoretical algorithm extracts a number of empirical solutions that do not exist in the literature. The obtained results showed that the present technique is an effective and strong tool for solving nonlinear fractional partial differential equations and produces a very large number of solutions.

New Approaches to the General Linearization Problem of Jacobi Polynomials Based on Moments and Connection Formulas

This article deals with the general linearization problem of Jacobi polynomials. We provide two approaches for finding closed analytical forms of the linearization coefficients of these polynomials. The first approach is built on establishing a new formula in which the moments of the shifted Jacobi polynomials are expressed in terms of other shifted Jacobi polynomials. The derived moments formula involves a hypergeometric function of the type 4F3(1), which cannot be summed in general, but for special choices of the involved parameters, it can be summed. The reduced moments formulas lead to establishing new linearization formulas of certain parameters of Jacobi polynomials. Another approach for obtaining other linearization formulas of some Jacobi polynomials depends on making use of the connection formulas between two different Jacobi polynomials. In the two suggested approaches, we utilize some standard reduction formulas for certain hypergeometric functions of the unit argument such as Watson’s and Chu-Vandermonde identities. Furthermore, some symbolic algebraic computations such as the algorithms of Zeilberger, Petkovsek and van Hoeij may be utilized for the same purpose. As an application of some of the derived linearization formulas, we propose a numerical algorithm to solve the non-linear Riccati differential equation based on the application of the spectral tau method.

Analytical Solution to 1D Compressible Navier-Stokes Equations

There exist complex behavior of the solution to the 1D compressible Navier-Stokes equations in half space. We find an interesting phenomenon on the solution to 1D compressible isentropic Navier-Stokes equations with constant viscosity coefficient on x , t ∈ 0 , + ∞ × R + , that is, the solutions to the initial boundary value problem to 1D compressible Navier-Stokes equations in half space can be transformed to the solution to the Riccati differential equation under some suitable conditions.

Fractional-order generalized Legendre wavelets and their applications to fractional Riccati differential equations

In the present paper, fractional-order generalized Legendre wavelets (FOGLWs) are introduced. We apply the FOGLWs for solving fractional Riccati differential equation. By using the hypergeometric function, we obtain an exact formula for the Riemann–Liouville fractional integral operator (RLFIO) of the FOGLWs. By using this exact formula and the properties of the FOGLWs, we reduce the solution of the fractional Riccati differential equation to the solution of an algebraic system. This algebraic system can be solved effectively. This method gives very accurate results. The given numerical examples support this claim.

Analysis of Spatially Extended Excitable Izhikevich Neuron Model near Instability

The article focuses on the issue of a spatiotemporal excitable biophysical model that describes the propagation of electrical potential called spikes to model the diffusion induced dynamics based on an analytical development of amplitude equations. Considering the Izhikevich neuron model consisting of coupled systems of ODEs , we demonstrate various results of spatiotemporal architecture ( PDEs ) using a suitable parameter regime. We analytically perform the saddle node bifurcation and Hopf bifurcation analysis with bifurcating periodic solutions that show the transition phases in the system dynamics. We study different types of firing patterns both analytically and numerically by the formation of Riccati differential equation. To examine the characteristics of diffusive instabilities, we use Turing amplitude equations by multiscaling method and then expansion in powers of a small control parameter. The instabilities and Turing bifurcation are established using the theoretical analysis and numerical simulations. The spatial system has potential effects on the deterministic system as a result of the diffusive matrices with various couplings and the coupled oscillators with this nearest neighbor coupling show synchronization measured by the synchronization factor analysis. Our results qualitatively reproduce different phenomena of the extended excitable system based with an efficient analytical scheme.