Linear subspaces for linear DAEs of index 1

Vector spaces, linear dependence, rank, lineability (15A03) Implicit ordinary differential equations, differential-algebraic equations (34A09) Linear ordinary differential equations and systems (34A30) Dynamical systems and ergodic theory (37-XX) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

The linear homogeneous system of differential-algebraic equations \[ A(x)y'+ B(x)y= 0,\quad a<x<b,\tag{1} \] is investigated. Under the assumptions that: 1) the matrix \(A(x)\) is singular but has a constant rank on \([a,b]\); 2) the matrix pair \(A(x)\), \(B(x)\) is regular and has index 1 for any \(x\in[a,b]\); 3) the matrices \(A(x)\), \(B(x)\) are differentiable on \([a,b]\), the following main result is proved: Let \(L\) be a linear subset of vector-valued functions \(y\in C^1_A=\{y: y\in[a,b], A^+Ay\in C^1[a,b]\}\) and for any \(x\in[a,b]\), let \(M(x)= \{v\in\mathbb{R}^n: v=y(x),y\in L\}\), then \(L\) is a \(k\)-dimensional linear subspace of solutions of (1) if and only if there exists an \(n\times(r- k)\)-dimensional matrix-valued function \(\gamma(x)\) defined on \([a,b]\) such that 1) rank \(\gamma(x)\equiv r-k\), 2) for any \(x\in[a,b]\), \(M(x)=\{\omega\in\mathbb{R}^n: \gamma^T(x)A(x)\omega=0, Q_s(x)\omega= 0\}\), 3) \(\gamma(x)\) satisfies the adjoint to (1) equation (dual to (1)) \[ (A^T(x)u)'- B^T(x)u= 0, \] where \(r=\text{rank } A(x)\), \(A^+\) is the generalized Moore-Penrose inverse of matrix \(A\), \(Q_s= (G^{-1}_*)^T Q_*G^T_*\), \(G_*= A^T- B^TQ_*\), \(Q_*= I-AA^+\).

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