Canonical projectors for linear differential algebraic equations (Q1361283)

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Canonical projectors for linear differential algebraic equations
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    Canonical projectors for linear differential algebraic equations (English)
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    12 February 1998
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    This article deals with a linear differential system of type \[ Ax'(t)+ Bx(t)= q(t), \] where \(\{A,B\}\) is a pair of \(n\times n\) matrices which forms a regular matrix pencil \(\lambda A+B\). As is well-known, this system can be reduced to its Kronecker normal form \[ u'(t)+ Wu(t)= r(t),\quad Jv'(t)+ v(t)= s(t), \] where \(J\) is a nilpotent Jordan chain matrix with the index of nilpotency \(\mu\). The author proposes a new variant for the choice of the projector chain \(P_0,P_1,\dots,P_{\mu-1}\) leading to a complete decoupling of a given system; furthermore, the corresponding induced vector field and the state manifold in terms of \(P_0,P_1,\dots,P_{\mu-1}\) is described; finally, the projector onto the subspace corresponding to the finite eigenvalues of the matrix pair \(\{A,B\}\) along its infinite eigenspace is represented in terms of \(P_0,P_1,\dots,P_{\mu-1}\). The author notices the possibility of using his approach in numerical analysis of a given linear system.
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    linear differential system
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    regular matrix pencil
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    nilpotent Jordan chain matrix
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    index of nilpotency
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