Adjoint pairs of differential-algebraic equations and their Lyapunov exponents (Q2408670)

This paper gives a synthesis of results on linear DAEs by the use of technique of the adjoint-pairs of DAEs. It is partly based on the investigations by Katalina Balla (1947--2005). The paper addresses regular DAEs either written in the standard form \[ E(t)x'+F(t)x=0 \] or with involved derivative \[ A(t)(Dx)'(t)+B(t)x(t)=0. \] The corresponding adjoint equations are \[ -(E^*y)'+F^*y=0 \] and \[ -D^*(A^*y)'+B^*y=0. \] Then, the authors state results on the structure of regular DAEs and for the factorization-adjoint pairs. After refactorization, any regular DAE (Theorem 2 p. 667, Theorem 3 p. 671) is equivalent to a structured one, made of either block-diagonal or block-triangular matrices, preserving both the tractability index and the characteristic values. The underlying essential ODE of the DAE and its adjoint are shown to be adjoint in the regular case. Then in a separate part, the authors cover stability issues : results obtained by Cong \& Nam, Linh \& Mehrmann for the index-1 case are extended to linear DAEs with arbitrarily high index, when regular. Classical questions on the asymptotic stability of the solutions of a dynamical system are considered in the case of regular DAEs. The analysis is based on using the Lyapunov exponents, considering the structured forms of the DAE obtained in the previous part of this paper. This is the justification of the technical theorems 3, 4: the underlying essential ODE is shown to share the same Lyapunov spectrum as its original DAE (under boundeness condition on the matrices of the refactorized form). Theorem 7 asserts in case that the DAE is Lyapunov regular (or equivalently its adjoint DAE): \[ \sum_{i=1}^d \lambda_i =\lim_{t \rightarrow\infty} \inf \frac{1}{t}\int_{t_0}^t Re Trace (-W(s))ds, \] where \[ \eta'+W \eta=0 \] as the essential ODE, and the Perron identity holds for the exponents of the DAE and its adjoint DAE. Hence, the stability of the solutions of the underlying ODE controls that of the regular DAEs. This paper is a nice summary of technical researches made on linear DAEs for about thirty years. The proofs of the most significant results are detailed. The use of some techniques from the dynamical systems theory to deal with the stability issues is a convincing approach.