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Riccati Equation
In mathematics, a Riccati equation in the narrowest sense is any first-order ordinary differential equation that is quadratic in the unknown function. In other words, it is an equation of the form : y'(x) = q_0(x) + q_1(x) \, y(x) + q_2(x) \, y^2(x) where q_0(x) \neq 0 and q_2(x) \neq 0. If q_0(x) = 0 the equation reduces to a Bernoulli equation, while if q_2(x) = 0 the equation becomes a first order linear ordinary differential equation. The equation is named after Jacopo Riccati (1676–1754). More generally, the term Riccati equation is used to refer to matrix equations with an analogous quadratic term, which occur in both continuous-time and discrete-time linear-quadratic-Gaussian control. The steady-state (non-dynamic) version of these is referred to as the algebraic Riccati equation. Conversion to a second order linear equation The non-linear Riccati equation can always be converted to a second order linear ordinary differential equation (ODE): If :y'=q_0(x) + ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathworld
''MathWorld'' is an online mathematics reference work, created and largely written by Eric W. Weisstein. It is sponsored by and licensed to Wolfram Research, Inc. and was partially funded by the National Science Foundation's National Science Digital Library grant to the University of Illinois at Urbana–Champaign. History Eric W. Weisstein, the creator of the site, was a physics and astronomy student who got into the habit of writing notes on his mathematical readings. In 1995 he put his notes online and called it "Eric's Treasure Trove of Mathematics." It contained hundreds of pages/articles, covering a wide range of mathematical topics. The site became popular as an extensive single resource on mathematics on the web. Weisstein continuously improved the notes and accepted corrections and comments from online readers. In 1998, he made a contract with CRC Press and the contents of the site were published in print and CD-ROM form, titled "CRC Concise Encyclopedia of Mathematic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Univalent Function
In mathematics, in the branch of complex analysis, a holomorphic function on an open subset of the complex plane is called univalent if it is injective. Examples The function f \colon z \mapsto 2z + z^2 is univalent in the open unit disc, as f(z) = f(w) implies that f(z) - f(w) = (z-w)(z+w+2) = 0. As the second factor is non-zero in the open unit disc, f must be injective. Basic properties One can prove that if G and \Omega are two open connected sets in the complex plane, and :f: G \to \Omega is a univalent function such that f(G) = \Omega (that is, f is surjective), then the derivative of f is never zero, f is invertible, and its inverse f^ is also holomorphic. More, one has by the chain rule :(f^)'(f(z)) = \frac for all z in G. Comparison with real functions For real analytic functions, unlike for complex analytic (that is, holomorphic) functions, these statements fail to hold. For example, consider the function :f: (-1, 1) \to (-1, 1) \, given by ''ƒ''( ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Schwarzian Derivative
In mathematics, the Schwarzian derivative is an operator similar to the derivative which is invariant under Möbius transformations. Thus, it occurs in the theory of the complex projective line, and in particular, in the theory of modular forms and hypergeometric functions. It plays an important role in the theory of univalent functions, conformal mapping and Teichmüller spaces. It is named after the German mathematician Hermann Schwarz. Definition The Schwarzian derivative of a holomorphic function of one complex variable is defined by : (Sf)(z) = \left( \frac\right)' - \frac\left(\right)^2 = \frac-\frac\left(\right)^2. The same formula also defines the Schwarzian derivative of a function of one real variable. The alternative notation :\ = (Sf)(z) is frequently used. Properties The Schwarzian derivative of any Möbius transformation : g(z) = \frac is zero. Conversely, the Möbius transformations are the only functions with this property. Thus, the Schwarzian d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Differential Equation
In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contrast with the term partial differential equation which may be with respect to ''more than'' one independent variable. Differential equations A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form :a_0(x)y +a_1(x)y' + a_2(x)y'' +\cdots +a_n(x)y^+b(x)=0, where , ..., and are arbitrary differentiable functions that do not need to be linear, and are the successive derivatives of the unknown function of the variable . Among ordinary differential equations, linear differential equations play a prominent role for several reasons. Most elementary and special functions that are encountered in physics and applied mathematic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Discrete-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a discrete variable. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time". A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a discrete variable. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time". A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
