New existence results for conjoined bases of singular linear Hamiltonian systems with given Sturmian properties

Abstract

In this paper we derive new existence results for conjoined bases of singular linear Hamiltonian differential systems with given qualitative (Sturmian) properties. In particular, we examine the existence of conjoined bases with invertible upper block and with prescribed number of focal points at the endpoints of the considered unbounded interval. Such results are vital for the theory of Riccati differential equations and its applications in optimal control problems. As the main tools we use a new general characterization of conjoined bases belonging to a given equivalence class (genus) and the theory of comparative index of two Lagrangian planes. We also utilize extensively the methods of matrix analysis. The results are new even for identically normal linear Hamiltonian systems. The results are also new for linear Hamiltonian systems on a compact interval, where they provide additional equivalent conditions to the classical Reid roundabout theorem about disconjugacy.