ASYMPTOTIC DYNAMICS OF HERMITIAN RICCATI DIFFERENCE EQUATIONS

被引：0
|
作者：
Kuo, Yueh-Cheng [1 ]
Lin, Huey-Er [2 ]
Shieh, Shih-Feng [2 ]
机构：
[1] Natl Univ Kaohsiung, Dept Appl Math, Kaohsiung 811, Taiwan
[2] Natl Taiwan Normal Univ, Dept Math, Taipei 116, Taiwan
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2021年 / 26卷 / 04期
关键词：
Riccati difference equations; hermitian Riccati difference equations; Riccati differential equations; the extended solution; asymptotic behavior;
D O I：
10.3934/dcdsb.2020365
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the hermitian Riccati difference equations. Analogous to a Riccati differential equation, there is a connection between a Riccati difference equation and its associated linear difference equation. Based on the linear difference equation, we can obtain an explicit representation for the solution of the Riccati difference equation and define the extended solution. Further, we can characterize the asymptotic state of the extended solution and the rate of convergence. Constant equilibrium solutions, periodic solutions and closed limit cycles are exhibited in the investigation of asymptotic behavior of the hermitian Riccati difference equations.
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页码：2037 / 2053
页数：17
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