On splitting of linear nonstationary systems of differential equations

Using the matrix asymptotic method, we solve the problem of the splitting of n-order linear nonstationary systems of differential equations into n first-order independent equations for the case where the eigenvalues m_i( t) 1 0,i = 1,...,n,t ? [ 0,l ] {\mu_i}\left( \tau \right) \ne 0,i = 1,...,n,\tau \in \left[ {0,\ell } \right] , of the matrix U( t) U\left( \tau \right) determined by the initial system of differential equations are identically equal.     

Multistep matrix splitting iteration preconditioning for singular linear systems

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES) method. We present theoretical and practical justifications for using this approach. Numerical experiments show that the multistep generalized shifted splitting (GSS) and Hermitian and skew-Hermitian splitting (HSS) iteration preconditioning are more robust and efficient compared to standard preconditioners for some test problems of large sparse singular linear systems.     

Convergence theorems for block splitting iterative methods for linear systems

In this paper, we will present the block splitting iterative methods with general weighting matrices for solving linear systems of algebraic equations Ax=b$\mathit{Ax}=b$ when the coefficient matrix A is symmetric positive definite of block form, and establish the convergence theories with respect to the general weighting matrices but special splittings. Finally, a numerical example shows the advantage of this method.     

A spectral theory for linear differential systems

This paper is concerned with continuous and discrete linear skew-product dynamical systems including those generated by linear time-varying ordinary differential equations. The concept of spectrum is introduced for a linear skew-product dynamical system. In the case of a system of ordinary differential equations with constant coefficients the spectrum reduces to the real parts of the eigenvalues. In the general case continuous spectrum can occur and under certain conditions it consists of finitely many compact intervals of the real line, their number not exceeding the dimension of the system. A spectral decomposition theorem is proved which says that a certain naturally defined vector bundle is the sum of invariant subbundles, each one associated with a spectral subinterval. This partially generalizes the Jordan decomposition in the case of constant coefficients. A perturbation theorem is proved which says that nearby systems have spectra which are close. Almost periodic systems are given special attention.     

Convergences of splitting iterative methods for symmetric indefinite linear systems

In this paper, we generalize the saddle point problem to general symmetric indefinite systems, we also present a kind of convergent splitting iterative methods for the symmetric indefinite systems. A special divergent splitting is introduced. The sufficient condition is discussed that the eigenvalues of the iteration matrix are real. The spectral radius of the iteration matrix is discussed in detail, the convergence theories of the splitting iterative methods for the symmetric indefinite systems are obtained. Finally, we present a preconditioner and discuss the eigenvalues of preconditioned matrix.     

The solutions of linear fuzzy stochastic differential systems

As a completion of previous work of Feng (Fuzzy Sets and Systems 115 (2000) 351) on the general theory of fuzzy stochastic differential systems, the solutions of linear fuzzy stochastic differential systems for general coefficient matrix are discussed.     

Singular Sturmian theory for linear Hamiltonian differential systems

We establish a Sturmian type theorem comparing the number of focal points of any conjoined basis of a nonoscillatory linear Hamiltonian differential system with the number of focal points of the principal solution. We also present various extensions of this statement.     

m-functions and Floquet exponents for linear differential systems

Sunto Si definisce un esponente di Floquet per certe equazioni differenziali lineari nonperiodiche, la parte immaginaria del quale rappresenta una «rotazione» delle soluzioni di dette equazioni. Inoltre si discute la relazione fra l'esponente di Floquet e le funzioni m di Weyl-Kodaira, e fra la rotazione e certi problemi spettrali.

---

---

The author would like to thank Dr. RichardCushman for stimulating conversations on the subjects considered in this paper.     

Riccati differential inequalities and dichotomies for linear systems

A general notion of dichotomy for linear differential systems is investigated. It is well known that a system x′=A(t)x in which the matrix A(t) is bounded and diagonally dominant by rows or columns has an invariant splitting of its solution space into two subspaces each uniformly asymptotically stable, one for increasing time and the other for decreasing time. Similar results are obtained here where the concept of diagonal dominance is weakened using Riccati inequalities.     

An improved block splitting preconditioner for complex symmetric indefinite linear systems

In this paper, an improved block splitting preconditioner for a class of complex symmetric indefinite linear systems is proposed. By adopting two iteration parameters and the relaxation technique, the new preconditioner not only remains the same computational cost with the block preconditioners but also is much closer to the original coefficient matrix. The theoretical analysis shows that the corresponding iteration method is convergent under suitable conditions and the preconditioned matrix can have well-clustered eigenvalues around (0,1) with a reasonable choice of the relaxation parameters. An estimate concerning the dimension of the Krylov subspace for the preconditioned matrix is also obtained. Finally, some numerical experiments are presented to illustrate the effectiveness of the presented preconditioner.     

Some propeeties of linear differential systems

Ukrainian Mathematical Journal -     

Solvable systems of linear differential equations

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear differential equations. The termination criteria of AIM will be re-examined and the whole theory is re-worked in order to fit this new application. As a result of our investigation, an interesting connection between the solution of linear systems and the solution of Riccati equations is established. Further, new classes of exactly solvable systems of linear differential equations with variable coefficients are obtained. The method discussed allow to construct many solvable classes through a simple procedure.     

Observability of linear differential systems defined in differential rings

We study the observability of linear differential systems in sufficiently arbitrary differential rings; observability is treated in the classical sense, i.e., as the injectivity of the “initial condition-output vector” mapping. A number of observability conditions is obtained. We define observability by finitely many measurements, where a measurement is the value of a homomorphism into the ring of constants on the output variable. We show that observability is equivalent to observability by finitely many measurements.     

Differential operators for systems of linear partial differential equations

The aim of this paper is the representation of solutions of systems of formally hyperbolic differential equations of second order. I. N.Vekua gave a representation of the solutions using the Riemann-matrix-function. Here we introduce special differential operators which map holomorphic functions into the set of solutions. An existence theorem for such operators is proved which gives a necessary and sufficient condition on the coefficients of a system. These operators are represented explicitly and several properties of them are investigated. We give different representations of the solutions of such systems and discuss the relation between the integral operator method and the method using differential operators which leads to an explicit representation of the Riemann-matrix-function by means of the differential operators. Two examples of special systems with differential operators are given.     

Block diagonal dominance and reducibility for linear differential systems

We consider the linear homogeneous differential equation x′(t) = A(t)x(t). Conditions are given on the entries of A(t) under which the equation is reducible. It is shown that if A(t) is almost periodic the reduction is via an almost periodic change of variables. The result on reducibility is used to give new conditions on A(t) under which the equation admits an exponential dichotomy and to prove a result on the reducibility of almost periodic perturbations of constant coefficient systems.     

Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems

Summary. For the positive semidefinite system of linear equations of a block two-by-two structure, by making use of the Hermitian/skew-Hermitian splitting iteration technique we establish a class of preconditioned Hermitian/skew-Hermitian splitting iteration methods. Theoretical analysis shows that the new method converges unconditionally to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameter and the corresponding asymptotic convergence rate are computed exactly. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.Mathematics Subject Classification: 65F10, 65F50, CR: G1.3Subsidized by The Special Funds For Major State Basic Research Projects G1999032803Research supported, in part, by DOE-FC02-01ER4177Revised version received November 5, 2003     

A class of preconditioners based on matrix splitting for nonsymmetric linear systems

Given a general matrix splitting A=M-N where M is nonsingular, a new factorization scheme in terms of factorized and splitting matrices is given using the Sherman-Morrison formula. Theoretical analysis shows that the factorization can give an LDU decomposition of A under some special choices. We propose and implement a class of preconditioners based on this factorization combining with dropping rules. A number of numerical experiments from discrete convection diffusion equation and some practical problems show that the new preconditioner is efficient, and is comparable to existing preconditioners in term of storage requirement and computational cost.