Delay-dependent stability of linear multistep methods for DAEs with multiple delays

This paper aims to investigate the asymptotic stability of linear multistep (LM) methods for linear differential-algebraic equations (DAEs) with multiple delays. Based on the argument principle, we first establish the delay-dependent stability criteria of analytic solutions; then, we propose some practically checkable conditions for weak delay-dependent stability of numerical solutions derived by implicit LM methods. Lagrange interpolations are used to compute the delayed terms. Several numerical examples are given to illustrate the theoretical results.     

The method of normal splines for linear DAEs on the number semi-axis

The method of normal spline-collocation (NSC), applicable to a wide class of ordinary linear singular differential and integral equations, is specified for the boundary value problems for differential-algebraic equations of second order on the number semi-axis. The method consists in minimization of a norm of the collocation systems' solutions in an appropriate Hilbert–Sobolev space. The NSC method does not use the notion of differentiation index and it is applicable to DAEs of any index as well as to equations not reducible to the normal form. The problems on the infinite interval can be solved in two ways. The first way is based on the use of the original space of functions defined on the semi-axis, and the second way is based on a singular transformation of the semi-axis into the unit segment. A new reproducing kernel, that provides the first way, is presented. An algorithm to create a non-uniform collocation grid is described.     

Ergodic theory and iterative solution of linear operator equations

In this paper we consider the problem of approximating solutions of linear operator equations of the type u-Tu=f. The main tools are Dotson's extension of the Eberlein ergodic theorem to affine mappings and the DeMoivre-Laplace theorem of probability theory. The main results are applied to obtain theorems on the iterative approximation of solutions of linear operator equations in Hilbert space and the approximation in L ^ρ norm of solutions of a certain functional equation in the space L ^∞     

Averaging for switched DAEs

Switched differential-algebraic equations (switched DAEs) are suitable for modeling many practical systems, e.g. electrical circuits. When the switching is periodic and of high frequency, the question arises whether the solutions of switched DAEs can be approximated by an average non-switching system. It is well known that for a quite general class of switched ordinary differential equations (ODEs) this is the case. For switched DAEs, due the presence of the so-called consistency projectors, it is possible that the limit of trajectories for faster and faster switching does not exist. Under certain assumptions on the consistency projectors a result concerning the averaging for switched DAEs is presented. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Distributional limit theorems in infinite ergodic theory

We present a unified approach to the Darling-Kac theorem and the arcsine laws for occupation times and waiting times for ergodic transformations preserving an infinite measure. Our method is based on control of the transfer operator up to the first entrance to a suitable reference set rather than on the full asymptotics of the operator. We illustrate our abstract results by showing that they easily apply to a significant class of infinite measure preserving interval maps. We also show that some of the tools introduced here are useful in the setup of pointwise dual ergodic transformations.     

Funnel Control for Linear DAEs

We study funnel control for linear differential-algebraic multi-input multi-output systems which are not necessarily regular. We show that the funnel controller (that is a static nonlinear output error feedback) achieves - for a special class of right-invertible systems with asymptotically stable zero dynamics - tracking of a reference signal by the output signal within a pre-specified performance funnel. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On parallel solution of linear elasticity problems: Part I: theory

The discretized linear elasticity problem is solved by the preconditioned conjugate gradient (pcg) method. Mainly we consider the linear isotropic case but we also comment on the more general linear orthotropic problem. The preconditioner is based on the separate displacement component (sdc) part of the equations of elasticity. The preconditioning system consists of two or three subsystems (in two or three dimensions) also called inner systems, each of which is solved by the incomplete factorization pcg-method, i.e., we perform inner iterations. A finite element discretization and node numbering giving a high degree of partial parallelism with equal processor load for the solution of these systems by the MIC(0) pcg method is presented. In general, the incomplete factorization requires an M-matrix. This property is studied for the elasticity problem. The rate of convergence of the pcg-method is analysed for different preconditionings based on the sdc-part of the elasticity equations. In the following two parts of this trilogy we will focus more on parallelism and implementation aspects. © 1998 John Wiley & Sons, Ltd.     

On the algebraic solution of fuzzy linear systems based on interval theory

In this paper, fuzzy linear systems involving a crisp square matrix and a fuzzy right-hand side vector are considered. A new approach to solve such systems based on interval theory and the new concept “interval inclusion linear system” is proposed. Also, new necessary and sufficient conditions are derived for obtaining the unique algebraic solution. Numerical examples are given to illustrate the efficiency of the proposed method.     

Decoupling of Abstract DAEs

We consider linear and time-invariant abstract differential-algebraic equations (DAEs) which are equations of the form E (t) = Ax (t) + f (t), x (0) = x₀. x (·) and f (·) are functions with values in Hilbert spaces X and Z and the operator E: X → Z is assumed to be bounded, whereas A is closed and defined on some dense subspace D (A). Motivated by the Kronecker normal form for the finite dimensional case, the decoupling of abstract DAEs is investigated. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Simple Structural Analysis Method for DAEs

We describe a straightforward method for analysing the structure of a differential-algebraic system. It generalizes the method of Pantelides, but is more directly informative and applies to DAEs with derivatives of any order. It naturally leads to a numerical method for the initial value problem that combines projection and index reduction. We illustrate the method by examples, and justify it with proofs. We prove that it succeeds on a fairly wide class of systems encountered in practice, and show its relation to the Pantelides method and to the Campbell-Gear derivative-array equations.This revised version was published online in October 2005 with corrections to the Cover Date.     

A thermal-hereditary theory for linear viscoelasticity

Summary A constitutive law is presented that predicts the mechanical response of a linear viscoelastic material in a time varying temperature field. The development is based upon a modification of the superposition theory and includes the hereditary effects of temperature; that is, the temperature at a previous time can influence the response at the present time. The mathematical structure of the two resulting constitutive equations is relatively uncomplicated and has the advantage of predicting the response of the material in a time varying temperature environment from data obtained in experiments run in time and spatially constant temperature fields.

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Zusammenfassung Es wird eine Stoffbeziehung abgeleitet, die das mechanische Verhalten eines linearen viskoelastischen Materials in einem zeitveränderlichen Temperaturfeld vorauszusagen erlaubt. Die Ableitung beruht auf einer Modifikation der Superpositionstheorie und schliesst die hereditären Wirkungen der Temperatur ein; d. h. die Temperatur in der Vergangenheit kann das gegenwärtige Verhalten beeinflussen. Die mathematische Struktur der zwei hieraus folgenden Stoffgleichungen ist verhältnismässig unkompliziert und hat den Vorteil, dass sie das Verhalten des Materials in einem zeitveränderlichen Temperaturfeld aus Daten zu berechnen erlaubt, die in raum- und zeitkonstanten Temperaturfeldern erhalten wurden.

     

Some perturbation theory for linear programming

Mathematical Programming -     

Numerical stroboscopic averaging for ODEs and DAEs

The stroboscopic averaging method (SAM) is a technique for the integration of highly oscillatory differential systems dy/dt=f(y,t) with a single high frequency. The method may be seen as a purely numerical way of implementing the analytical technique of stroboscopic averaging which constructs an averaged differential system dY/dt=F(Y) whose solutions Y interpolate the sought highly oscillatory solutions y. SAM integrates numerically the averaged system without using the analytic expression of F; all information on F required by the algorithm is gathered on the fly by numerically integrating the originally given system in small time windows. SAM may be easily implemented in combination with standard software and may be applied with variable step-sizes. Furthermore it may also be used successfully to integrate oscillatory DAEs. The paper provides an analytic and experimental study of SAM and two related techniques: the LIPS algorithm of Kirchgraber and multirevolution methods. An error analysis is provided that indicates that the efficiency of all these techniques increases even further when combined with splitting integrators.     

Numerical Methods for Stiff Index-3 DAEs

Space semidiscretization of PDAEs, i.e. coupled systems of PDEs and algebraic equations, give raise to stiff DAEs and thus the standard theory of numerical methods for DAEs is not valid. As the study of numerical methods for stiff ODEs is done in terms of logarithmic norms, it seems natural to use also logarithmic norms for stiff DAEs. In this paper we show how the standard conditions imposed on the PDAE and the semidiscretized problem are formally the same if they are expressed in terms of logarithmic norms. To study the mathematical problem and their numerical approximations, this link between the standard conditions and logarithmic norms allow us to use for stiff DAEs techniques similar to the ones used for stiff ODEs. The analysis is done for problems which appear in the context of elastic multibody systems, but once the tools, i.e., logarithmic norms, are developed, they can also be used for the analysis of other PDAEs/DAEs.     

Dissipative extension theory for linear relations

This work is devoted to dissipative extension theory for dissipative linear relations. We give a self-consistent theory of extensions by generalizing the theory on symmetric extensions of symmetric operators. Several results on the properties of dissipative relations are proven. Finally, we deal with the spectral properties of dissipative extensions of dissipative relations and provide results concerning particular realizations of this general setting.     

On the fast solution of Toeplitz-block linear systems arising in multivariate approximation theory

When constructing multivariate Padé approximants, highly structured linear systems arise in almost all existing definitions [10]. Until now little or no attention has been paid to fast algorithms for the computation of multivariate Padé approximants, with the exception of [17]. In this paper we show that a suitable arrangement of the unknowns and equations, for the multivariate definitions of Padé approximant under consideration, leads to a Toeplitz-block linear system with coefficient matrix of low displacement rank. Moreover, the matrix is very sparse, especially in higher dimensions. In Section 2 we discuss this for the so-called equation lattice definition and in Section 3 for the homogeneous definition of the multivariate Padé approximant. We do not discuss definitions based on multivariate generalizations of continued fractions [12, 25], or approaches that require some symbolic computations [6, 18]. In Section 4 we present an explicit formula for the factorization of the matrix that results from applying the displacement operator to the Toeplitz-block coefficient matrix. We then generalize the well-known fast Gaussian elimination procedure with partial pivoting developed in [14, 19], to deal with a rectangular block structure where the number and size of the blocks vary. We do not aim for a superfast solver because of the higher risk for instability. Instead we show how the developed technique can be combined with an easy interval arithmetic verification step. Numerical results illustrate the technique in Section 5.Research partly funded by FWO-Vlaanderen.     

Singularity analysis of quasi-linear DAEs

A reduction method is introduced to explore the quasi-linear DAE. On the basis of reduction, three kinds of singularities of quasi-linear DAE are discussed.