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GRADUATE STUDENT SEMINAR University of Regina
 

Summary: GRADUATE STUDENT SEMINAR
University of Regina
Department of Mathematics and Statistics
Date: Monday, April 11, 2005
Time: 3.30pm (Coffee & Cookies at 3pm)
Location: Mathematics Lounge
Speaker: Sandra Fital (PhD Candidate supervised by Dr Chun-Hua Guo)
Title: Convergence of the soltion of a nonsymmetric Riccati differential
equation to its stable equilibrium solution
Abstract
We consider the initial value problem for a nonsymmetric matrix Riccati
differential equation, for which the four coefficient matrices form an M-
matrix. We show that for a wide range of initial values the Riccati
differential equation has a global solution X(t) on the nonnegative real
numbers and X(t) converges to the stable equilibrium solution as t goes to
infinity. The condition that we impose on the initial value is much weaker
than that imposed in the paper by Juang [J. Math. Anal. Appl., 2001] for a
special case. The main tools we use are Radon's lemma for differential
equations, Perron Frobenius theorem for nonnegative matrices, and Wiener
Hopf factorization for M-matrices.

  

Source: Argerami, Martin - Department of Mathematics and Statistics, University of Regina

 

Collections: Mathematics