Global existence and stability of solutions of matrix Riccati equations (Q5938640): Difference between revisions

A global existence and stability problem for the matrix Riccati equation of the form \[ X'= B - AX - XD + XCX = F(X), \quad \tag{1a} \] \[ X(0) = X_0, \quad \tag{1b} \] where \(A, B, C,\) and \(D\) are matrices with some special structures depending on two parameters \(\alpha\) and \(c\), and \(F(X)\) is a linear operator, is considered. It is supposed that the initial matrix \(X_0\) is nonnegative, i.e., \((X_0)_{ij}\geq 0\) for all \(i, j\). As to the parameters \(\alpha, c\), the quantity \(c\) denotes the average total number of particles emerging from a collision, which is asssumed to be conservative (i.e., \(0\leq c \leq 1\)), and \(\alpha\) \((0 \leq \alpha < 1)\) is an angular shift. The purpose of the article is twofold. First, stability analysis to (1) for two steady-state solutions \(X_{min}\) and \(X_{max}\) is provided. In particular, it is shown that the steady state \(X_{min}\) is locally asymptotically stable for all \(0< c \leq 1\) and \(0 \leq \alpha < 1\), except when \(c=1\) and \(\alpha = 0\), while \(X_{max}\) is unstable for such \(c\) and \(\alpha\). For \(c=1\) and \(\alpha=0, X_{min}=(X_{max})\) is neutral stable. Second, it is shown that equation (1) has a global positive solution for all \(0< c \leq 1\) and \(0\leq \alpha < 1\).