The solution of linear systems by using the Sherman–Morrison formula

We consider the problem of solving the linear system Ax = b, where A is the coefficient matrix, b is the known right hand side vector and x is the solution vector to be determined. Let us suppose that A is a nonsingular square matrix, so that the linear system Ax = b is uniquely solvable.

The well known Sherman–Morrison formula, that gives the inverse of a rank-one perturbation of a matrix from the knowledge of the unperturbed inverse matrix, is used to compute the numerical solution of arbitrary linear systems, in fact it can be repetitively applied to invert an arbitrary matrix. We describe some interesting properties of the method proposed.

Finally we show some numerical results obtained with the method proposed.     

Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

The paper studies the almost sure asymptotic convergence to zero of solutions of perturbed linear stochastic differential equations, where the unperturbed equation has an equilibrium at zero, and all solutions of the unperturbed equation tend to zero, almost surely. The perturbation is present in the drift term, and both drift and diffusion coefficients are state‐dependent. We determine necessary and sufficient conditions for the almost sure convergence of solutions to the equilibrium of the unperturbed equation. In particular, a critical polynomial rate of decay of the perturbation is identified, such that solutions of equations in which the perturbation tends to zero more quickly that this rate are almost surely asymptotically stable, while solutions of equations with perturbations decaying more slowly that this critical rate are not asymptotically stable. As a result, the integrability or convergence to zero of the perturbation is not by itself sufficient to guarantee the asymptotic stability of solutions when the stochastic equation with the perturbing term is asymptotically stable. Rates of decay when the perturbation is subexponential are also studied, as well as necessary and sufficient conditions for exponential stability.     

Delayed perturbation of Mittag‐Leffler functions and their applications to fractional linear delay differential equations

In this paper, we propose a delayed perturbation of Mittag‐Leffler type matrix function, which is an extension of the classical Mittag‐Leffler type matrix function and delayed Mittag‐Leffler type matrix function. With the help of the delayed perturbation of Mittag‐Leffler type matrix function, we give an explicit formula of solutions to linear nonhomogeneous fractional delay differential equations.     

Partial differential equations with delayed random perturbations: existence uniqueness and stability of solutions

We consider a stochastic non–linear Partial Differential Equation with delay which may be regarded as a perturbed equation. First, we prove the existence and the uniqueness of solutions. Next, we obtain some stability results in order to prove the following: if the unperturbed equation is exponentially stable and the stochastic perturbation is small enough then, the perturbed equations remains exponentially stable. We impose standard assumptions on the differential operators and we use strong and mild solutions     

A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations

We present a high‐order spectral element method (SEM) using modal (or hierarchical) basis for modeling of some nonlinear second‐order partial differential equations in two‐dimensional spatial space. The discretization is based on the conforming spectral element technique in space and the semi‐implicit or the explicit finite difference formula in time. Unlike the nodal SEM, which is based on the Lagrange polynomials associated with the Gauss–Lobatto–Legendre or Chebyshev quadrature nodes, the Lobatto polynomials are used in this paper as modal basis. Using modal bases due to their orthogonal properties enables us to exactly obtain the elemental matrices provided that the element‐wise mapping has the constant Jacobian. The difficulty of implementation of modal approximations for nonlinear problems is treated in this paper by expanding the nonlinear terms in the weak form of differential equations in terms of the Lobatto polynomials on each element using the fast Fourier transform (FFT). Utilization of the Fourier interpolation on equidistant points in the FFT algorithm and the enough polynomial order of approximation of the nonlinear terms can lead to minimize the aliasing error. Also, this approach leads to finding numerical solution of a nonlinear differential equation through solving a system of linear algebraic equations. Numerical results for some famous nonlinear equations illustrate efficiency, stability and convergence properties of the approximation scheme, which is exponential in space and up to third‐order in time. Copyright © 2014 John Wiley & Sons, Ltd.     

旋转壳在子午面内整体弯曲的几何非线性摄动有限元法及在波纹管计算中的应用(Ⅰ)

为切实有效地计算波纹管,建立了旋转壳在子午面内整体弯曲几何非线性问题的摄动有限元法。以结构环向应变的均方根为摄动小参数,将有限元节点位移列式和节点力列式直接展开。通过摄动小参数将非线性有限元的载荷分级和迭代过程有机地统一起来,即载荷的分级是有约束的,每一级载荷增量和所对应的位移增量之间的关系是已知的,每一级的计算一步到位。为叙述方便并具实用性,将旋转壳用截锥壳单元进行离散。位移分量和载荷分量沿环向按Fourier级数展开,沿子午线用多项式插值,端面弯矩和横向力化成载荷分量离散到节点上。采用Sanders中小转角非线性几何方程和各向同性广义Hooke定律。对多层材料叠合而成的旋转壳按各层薄膜应变、弯曲应变、扭转应变相等的原则进行处理,该方法能方便有效地计算单层和多层波纹管整体纯弯曲、横向弯曲的几何非线性问题。并为有限元处理非线性问题提供了一条新途径。     

On the Solution of a Class of Toeplitz Systems

The solution of certain Toeplitz linear systems is considered in this paper. This kind of systems are encountered when we solve certain partial differential equations by finite difference techniques and approximate functions using higher order splines. The methods presented here are more efficient than the Cholesky decomposition method and are based on the circulant factorization of the symmetric "banded circulant" matrix, the Woodbury formula and the algebraic perturbation method.     

Second order concentration near the binding energy of the helium schrodinger operator

Let the unperturbed operator be the helium-Schrodinger operator and let the perturbation be the homogeneous-electric-field operator. It is shown that the first two formal perturbation equations corresponding to the smallest unperturbed eigenvalue do admit solutions in the appropriate Hilbert space. According to general considerations this implies that for this perturbation problem, the phenomenon of spectral concentration holds. This work was partially supported by the National Science Foundation under Grant, GP-7475.     

Delay-dependent BIBO stability analysis of switched uncertain neutral systems

This paper presents the analysis of delay-dependent bounded input bounded output (BIBO) stability for a class of switched uncertain neutral systems. The uncertainty is assumed to be of structured linear fractional form which includes the norm-bounded uncertainty as a special case. First, by introducing the general variation-of-constants formula of neutral systems with perturbation, the BIBO stability property of general linear switched neutral systems with perturbation is established. Next, combining the general variation-of-constants formula with the state-dependent switching rule, new approaches are presented to design the feedback controller and the switching rules. Furthermore, the BIBO stability criteria are obtained in terms of the so-called Lyapunov–Metzler linear matrix inequalities (LMIs). Finally, simulation examples are given to demonstrate the effectiveness and the potential of the proposed techniques in this paper.     

Exploitation of Configurational Forces in Extended Nonlocal Continua with Microstructure

We investigate aspects of the application of configurational forces in extended nonlocal continua with microstructure. Focussing on multifield approaches to gradient–type inelastic solids, the coupled problem is governed by the macroscopic deformation field, while nonlocal inelastic effects on the microstructure are described by a family of order parameter fields. The dual macro– and micro–field equations are derived within an incremental variational framework. Using an incremental principle, due to the variation with respect to the material position, an additional balance in the material space appears with the dual macro–micro–balances in the physical space. In view of the numerical implementation of this coupled problem by a finite element method, the incremental variational framework is recast into a discrete format in terms of discrete macro– and micro–physical nodal forces and configurational nodal forces. Applying a staggered solution scheme, the configurational branch is used as a postprocessing procedure with all the ingredients known from the solution of the coupled macro–micro–problem. The procedure is implemented for a nonlocal, viscous damage model. The consequences with regard to the configurational nodal forces are assessed by means of a numerical example. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Condition numbers and backward perturbation bound for linear matrix equations

This paper deals with the normwise perturbation theory for linear (Hermitian) matrix equations. The definition of condition number for the linear (Hermitian) matrix equations is presented. The lower and upper bounds for the condition number are derived. The estimation for the optimal backward perturbation bound for the Hermitian matrix equations is obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

The rank of sparse random matrices

We determine the asymptotic normalized rank of a random matrix $\mathit{A}$ over an arbitrary field with prescribed numbers of nonzero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula vindicates a conjecture of Lelarge (2013). The proofs are based on coupling arguments and a novel random perturbation, applicable to any matrix, that diminishes the number of short linear relations.     

Perturbation analysis of the MNA equations coupled with the drift-diffusion equations

We perform a perturbation analysis on a coupled system modeling an integrated circuit. The modified nodal analysis equations are coupled with the drift-diffusion equations. An index 1 estimate is proven under the assumptions that the network graph contains neither loops of voltage sources and capacitors nor cutsets of current sources and inductors. Additionally, it is assumed that the Dirichlet boundaries of the drift-diffusion modeled region are connected by capacitive paths. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the approximate solutions for system of fractional integro-differential equations using Chebyshev pseudo-spectral method

In this paper, we implement Chebyshev pseudo-spectral method for solving numerically system of linear and non-linear fractional integro-differential equations of Volterra type. The proposed technique is based on the new derived formula of the Caputo fractional derivative. The suggested method reduces this type of systems to the solution of system of linear or non-linear algebraic equations. We give the convergence analysis and derive an upper bound of the error for the derived formula. To demonstrate the validity and applicability of the suggested method, some test examples are given. Also, we present a comparison with the previous work using the homotopy perturbation method.     

Note on roots location of a symmetric polynomial with respect to the imaginary axis

In the theory of the separation of roots of algebraic equations, the well-known Routh–Hurwitz–Fujiwara theorem enables us to separate the complex roots of a polynomial with complex coefficients in terms of the inertia of a related Hermitian matrix. Unfortunately, it fails if the polynomial has a nontrivial factor which is symmetric with respect to the imaginary axis. In this article, we present a method to overcome the fault and formulate the inertia of a scalar polynomial with complex coefficients in terms of the inertia of several Hermitian matrices based on a factorization of a monic symmetric polynomial into products of monic symmetric polynomials with only simple roots in the complex plane and on computing the inertia of each factor by means of a subtle perturbation.     

Dissipation-induced subcritical flutter in the acoustics of friction

We consider a gyroscopic system under the action of small dissipative and non–conservative positional forces, which has its origin in the models of rotating elastic bodies of revolution in frictional contact such as the singing wine glass or the squealing disc/drum brakes. The spectrum of the unperturbed gyroscopic system forms a spectral mesh in the plane ‘frequency versus gyroscopic parameter’ with double semi–simple purely imaginary eigenvalues at the nodes. In the subcritical range of the gyroscopic parameter the eigenvalues involved into the crossings have the same Krein signature and thus their splitting due to changes in the stiffness matrix, which break the rotational symmetry of the body, cannot produce complex eigenvalues and, therefore, flutter. We establish that perturbation of the gyroscopic system by the dissipative forces with the indefinite matrix can lead to the subcritical flutter instability even if the rotational symmetry is destroyed. With the use of the perturbation theory of multiple eigenvalues we explicitly find the linear approximation to the domain of the subcritical flutter, which turns out to have a conical shape. The orientation of the cone in the three dimensional space of the parameters, corresponding to gyroscopic, damping, and potential forces, is determined by the sign of an explicit expression involving the entries of both the damping and potential matrices. With the use of a time–dependent coordinate transformation we demonstrate that the conical zones of flutter for the original autonomous system coincide with the zones of the subcritical parametric resonance of the rotationally symmetric flexible body with the load moving in the circumferential direction. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Perturbation Identities for Regularized Tikhonov Inverses and Weighted Pseudoinverses

We consider the perturbation analysis of two important problems for solving ill-conditioned or rank-deficient linear least squares problems. The Tikhonov regularized problem is a linear least squares problem with a regularization term balancing the size of the residual against the size of the weighted solution. The weight matrix can be a non-square matrix (usually with fewer rows than columns). The minimum-norm problem is the minimization of the size of the weighted solutions given by the set of solutions to the, possibly rank-deficient, linear least squares problem.It is well known that the solution of the Tikhonov problem tends to the minimum-norm solution as the regularization parameter of the Tikhonov problem tends to zero. Using this fact and the generalized singular value decomposition enable us to make a perturbation analysis of the minimum-norm problem with perturbation results for the Tikhonov problem. From the analysis we attain perturbation identities for Tikhonov inverses and weighted pseudoinverses.     

Perturbation and robust stability of autonomous singular linear matrix difference equations

In the perturbation theory of linear matrix difference equations, it is well known that the theory of finite and infinite elementary divisors of regular matrix pencils is complicated by the fact that arbitrarily small perturbations of the pencil can cause them to disappear. In this paper, the perturbation theory of complex Weierstrass canonical form for regular matrix pencils is investigated. By using matrix pencil theory and the Weierstrass canonical form of the pencil we obtain bounds for the finite elementary divisors of a perturbed pencil. Moreover we study robust stability of a class of linear matrix difference equations (of first and higher order) whose coefficients are square constant matrices.     

Nonnegativity preserving convergent schemes for the thin film equation

Summary. We present numerical schemes for fourth order degenerate parabolic equations that arise e.g. in lubrication theory for time evolution of thin films of viscous fluids. We prove convergence and nonnegativity results in arbitrary space dimensions. A proper choice of the discrete mobility enables us to establish discrete counterparts of the essential integral estimates known from the continuous setting. Hence, the numerical cost in each time step reduces to the solution of a linear system involving a sparse matrix. Furthermore, by introducing a time step control that makes use of an explicit formula for the normal velocity of the free boundary we keep the numerical cost for tracing the free boundary low. Received June 29, 1998 / Published online June 21, 2000     

Matrix computations and polynomial root-finding with preprocessing

Solution of homogeneous linear systems of equations is a basic operation of matrix computations. The customary algorithms rely on pivoting, orthogonalization and SVD, but we employ randomized preprocessing instead. This enables us to accelerate the solution dramatically, both in terms of the estimated arithmetic cost and the observed CPU time. The approach is effective in the cases of both general and structured input matrices and we extend it and its computational advantages to the solution of nonhomogeneous linear systems of equations, matrix eigen-solving, the solution of polynomial and secular equations, and approximation of a matrix by a nearby matrix that has a smaller rank or a fixed structure (e.g., of the Toeplitz or Hankel type). Our analysis and extensive experiments show the power of the presented algorithms.