A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems

Recently, a continuous method has been proposed by Golub and Liao as an alternative way to solve the minimum and interior eigenvalue problems. According to their numerical results, their method seems promising. This article is an extension along this line. In this article, firstly, we convert an eigenvalue problem to an equivalent constrained optimization problem. Secondly, using the Karush-Kuhn-Tucker conditions of this equivalent optimization problem, we obtain a variant of the Rayleigh quotient gradient flow, which is formulated by a system of differential-algebraic equations. Thirdly, based on the Rayleigh quotient gradient flow, we give a practical numerical method for the minimum and interior eigenvalue problems. Finally, we also give some numerical experiments of our method, the Golub and Liao method, and EIGS (a Matlab implementation for computing eigenvalues using restarted Arnoldi’s method) for some typical eigenvalue problems. Our numerical experiments indicate that our method seems promising for most test problems.     

On the general nonlinear self-adjoint spectral problem for differential-algebraic systems

We consider a general self-adjoint spectral problem, nonlinear with respect to the spectral parameter, for linear differential-algebraic systems of equations. Under some assumptions, we present a method for reducing such a problem to a general self-adjoint nonlinear spectral problem for a system of differential equations. In turn, this permits one to pass to a problem for a Hamiltonian system of ordinary differential equations. In particular, in this way, one can obtain a method for computing the number of eigenvalues of the original problem lying in a given range of the spectral parameter.     

Runge–Kutta Based Procedure for the Optimal Control of Differential-Algebraic Equations

A new approach for optimization of control problems defined by fully implicit differential-algebraic equations is described in the paper. The main feature of the approach is that system equations are substituted by discrete-time implicit equations resulting from the integration of the system equations by an implicit Runge–Kutta method. The optimization variables are parameters of piecewise constant approximations to control functions; thus, the control problem is reduced to the control space only. The method copes efficiently with problems defined by large-scale differential-algebraic equations.     

Numerical solution of viscoplastic constitutive equations with internal state variables Part I: algorithms and implementation

This article treats the initial-boundary-value problem of viscoplasticity using unified constitutive models without a yield surface. Semi-discretization with the finite element method (FEM) leads to a system of differential-algebraic equations (DAE) with strongly non-linear evolution equations for the internal state variables. A special family of partitioned Runge–Kutta methods is introduced which allows an efficient time integration of the semidiscrete system. Coefficients for methods of order one, two, and three are given. Finally, numerical results for some two- and three-dimensional examples using the model of Hart are presented. In a second part we will give the theoretical background and state a proof of convergence for the algorithm presented in this paper. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

$p(x)$-Laplacian方程Robin边界条件下的特征值问题

本文研究了Robin边界条件下$p(x)$-Laplacian方程特征值问题. 利用变指数Sobolev空间理论, 我们用Luxemburg范数来定义Rayleigh商, 并给出该Rayleigh商的最小值点对应的Euler-Lagrange方程. 根据Ljusternik-Schnirelman原理, 我们证明了Robin边值问题存在无穷多特征值序列, 其中最小的特征值存在且是严格大于零的, 并且与最小的特征值相对应的特征函数不变号.     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

Local Minimum Principle for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two

Necessary conditions in terms of a local minimum principle are derived for optimal control problems subject to index-2 differential-algebraic equations, pure state constraints, and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which arise frequently in practical applications. The local minimum principle is based on the necessary optimality conditions for general infinite optimization problems. The special structure of the optimal control problem under consideration is exploited and allows us to obtain more regular representations for the multipliers involved. An additional Mangasarian-Fromowitz-like constraint qualification for the optimal control problem ensures the regularity of a local minimum. An illustrative example completes the article.The author thanks the referees for careful reading and helpful suggestions and comments.     

Nonnegativity of solutions of nonlinear fractional differential-algebraic equations

Nonlinear fractional differential-algebraic equations often arise in simulating integrated circuits with superconductors. How to obtain the nonnegative solutions of the equations is an important scientific problem. As far as we known, the nonnegativity of solutions of the nonlinear fractional differential-algebraic equations is still not studied. In this article, we investigate the nonnegativity of solutions of the equations. Firstly, we discuss the existence of nonnegative solutions of the equations, and then we show that the nonnegative solution can be approached by a monotone waveform relaxation sequence provided the initial iteration is chosen properly. The choice of initial iteration is critical and we give a method of finding it. Finally, we present an example to illustrate the efficiency of our method.     

Numerical integration of systems of delay differential-algebraic equations

The numerical solution of the initial value problem for a system of delay differential-algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which ensures the best condition for the corresponding system of continuation equations. The best argument is the arc length along the integral curve of the problem. Algorithms and programs based on the continuous and discrete continuation methods are developed for the numerical integration of this problem. The efficiency of the suggested transformation is demonstrated using test examples.     

Preconditioned iterative methods for a class of nonlinear eigenvalue problems

This paper proposes new iterative methods for the efficient computation of the smallest eigenvalue of symmetric nonlinear matrix eigenvalue problems of large order with a monotone dependence on the spectral parameter. Monotone nonlinear eigenvalue problems for differential equations have important applications in mechanics and physics. The discretization of these eigenvalue problems leads to nonlinear eigenvalue problems with very large sparse ill-conditioned matrices monotonically depending on the spectral parameter. To compute the smallest eigenvalue of large-scale matrix nonlinear eigenvalue problems, we suggest preconditioned iterative methods: preconditioned simple iteration method, preconditioned steepest descent method, and preconditioned conjugate gradient method. These methods use only matrix-vector multiplications, preconditioner-vector multiplications, linear operations with vectors, and inner products of vectors. We investigate the convergence and derive grid-independent error estimates for these methods. Numerical experiments demonstrate the practical effectiveness of the proposed methods for a model problem.     

Three-layer finite-difference method for linear partial differential-algebraic systems

We consider a boundary value problem for a linear partial differential-algebraic system with a special structure of the matrix pencil, which permits one to split the system by an appropriate transformation into a system of ordinary differential equations, a hyperbolic system, and a linear algebraic system. For the numerical solution of such problems, we use a three-layer method. We prove the theorem on the stability and convergence of the suggested numerical method. The results of numerical experiments are presented as well.     

Generic pole assignability,structurally constrained controllers and unimodular completion

In this paper we assume dynamical systems are represented by linear differential-algebraic equations (DAEs) of order possibly higher than one. We consider a structured system of DAEs for both the to-be-controlled plant and the controller. We model the structure of the plant and the controller as an undirected and bipartite graph and formulate necessary and sufficient conditions on this graph for the structured controller to generically achieve arbitrary pole placement. A special case of this problem also gives new equivalent conditions for structural controllability of a plant. Use of results in matching theory, and in particular, ‘admissibility’ of edges and ‘elementary bipartite graphs’, make the problem and the solution very intuitive. Further, our approach requires standard graph algorithms to check the required conditions for generic arbitrary pole placement, thus helping in easily obtaining running time estimates for checking this. When applied to the state space case, for which the literature has running time estimates, our algorithm is faster for sparse state space systems and comparable for general state space systems.     

A multirate ROW-scheme for index-1 network equations

Multirate methods exploit latency in electrical circuits to simulate the transient behaviour more efficiently. To this end, different step-sizes are used for various subsystems. The size of these time steps reflect the different levels of activity. Following the idea of mixed multirate for ordinary differential equations, a Rosenbrock–Wanner based multirate method is developed for index-1 differential-algebraic equations (DAEs) arising in circuit simulation. To obtain order conditions for a method with two activity levels, P-series (and DA-series) are generalised and combined for an application to partitioned DAE systems. A working scheme and results for a benchmarking circuit are presented.     

A two-grid discretization scheme for eigenvalue problems

A two-grid discretization scheme is proposed for solving eigenvalue problems, including both partial differential equations and integral equations. With this new scheme, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a much coarser grid, and the solution of a linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy.

     

Computing the maximum amplification of the solution norm of differential-algebraic systems

We describe an effective approach for computing the maximum amplification of the solution norm of linear differential-algebraic systems that arise, in particular, when approximating with respect to space variables the linearized viscous incompressible flow equations for disturbances of laminar flows. In this context the square of the maximum amplification is the largest amplification of the kinetic energy of the disturbances whose knowledge is important in stability investigations and laminar-turbulent transition analysis. First, we reduce such a differential-algebraic system to an ordinary differential one. Then, the maximum amplification is computed as the matrix exponential norm for which a special low-rank approximation is used. To obtain an additional decrease in the computational cost, we use two initial differential-algebraic systems corresponding to coarse and fine grid approximations. The first one is used to compute a rough value of the maximum amplification, and the second one is used to refine the computation. We illustrate the efficiency of this approach with two sample flows of grooved-channel and boundary-layer types.     

Eigenvalue problems to compute almost optimal points for rational interpolation with prescribed poles

Explicit formulas exist for the (n,m) rational function with monic numerator and prescribed poles that has the smallest possible Chebyshev norm. In this paper we derive two different eigenvalue problems to obtain the zeros of this extremal function. The first one is an ordinary tridiagonal eigenvalue problem based on a representation in terms of Chebyshev polynomials. The second is a generalised tridiagonal eigenvalue problem which we derive using a connection with orthogonal rational functions. In the polynomial case (m = 0) both problems reduce to the tridiagonal eigenvalue problem associated with the Chebyshev polynomials of the first kind. Postdoctoral researcher FWO-Flanders.     

Passivity-preserving model reduction of differential-algebraic equations in circuit simulation

We present an extension of the positive real balanced truncation model reduction method for differential-algebraic equations that arise in circuit simulation. This method is based on balancing the solutions of the projected generalized algebraic Riccati equations. Important properties of this method are that passivity is preserved in the reduced-order model and that there exists an approximation error bound. Numerical solution of the projected Riccati equations using the special structure of circuit equations is also discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Nudelman interpolation and the band method

In previous work the authors developed a new addition of the band method based on a Grassmannian approach for solving a completion/extension problem in a general, abstract framework. This addition allows one to obtain a linear fractional representation of all solutions of the abstract completion problem from special extensions which are not necessarily band extensions (for the positive case) or triangular extensions (for the contractive case). In this work we extend this framework to a somewhat more general setting and show how one can obtain formulas for the required special extensions from solutions of a system of linear equations. As an application we show how the formalism can be applied to the bitangential Nevanlinna-Pick interpolation problem, a case which, up to now, was not amenable to the band method.The first author was partially supported by National Science Foundation grant DMS-9500912.     

Generalized Cole–Hopf Transformation

On the basis of generalization of the Cole–Hopf transformation for parabolic equations with a source, we obtain some new representations of solutions and coefficients of nonlinear parabolic equations of mathematical physics which in fact are differential-algebraic identities. These representations can be used in studying the multidimensional direct and inverse problems.