Maximal stability bound for generalized singularly perturbed systems (Q1030969)

The authors obtain computable formulas for the maximal stability bound for linear constant coefficient differential algebraic equations (DAEs) of the form \[ (E + \varepsilon F) \dot x = A x, \quad x \in \mathbb R^n, \quad \varepsilon \geq 0, \tag{1} \] where \(A, E, F\) are constant \((n \times n)\) matrices (the matrix \(E\) can be invertible or non-invertible). DAE (1) is supposed to be asymptotically stable when \(\varepsilon = 0\). The study is based on the notion of the matrix pencil \(\{E,A\}\) for the linear constant coefficient DAE \[ E \dot x=Ax, \] which goes back to Weierstrass and Kronecker. The maximal stability bound \(\varepsilon^*\) is the maximal value of the parameter \(\varepsilon \geq 0\) such that DAE (1) is asymptotically stable and the pencil \(\{E+\varepsilon F,A\}\) has the same index and the same number of finite eigenvalues for all \( \varepsilon \in [0, \varepsilon^*]\). The authors obtain explicit formulas and algorithms for computation \(\varepsilon^*\), some numerical examples are given.