Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations

DOI10.1016/J.LAA.2009.02.008zbMATH Open1170.65063arXiv0809.3634OpenAlexW2122156222MaRDI QIDQ1025857FDOQ1025857

Authors: Elias Jarlebring, M. E. Hochstenbach 

Publication date: 23 June 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some similarities between the different types of these so-called matrix pencil methods, the general ideas used as well as the proofs differ considerably. Moreover, the available theory hardly reveals the relations between the different methods. In this work, a different derivation of various matrix pencil methods is presented using a unifying framework of a new type of eigenvalue problem: the polynomial two-parameter eigenvalue problem, of which the quadratic two-parameter eigenvalue problem is a special case. This framework makes it possible to establish relations between various seemingly different methods and provides further insight in the theory of matrix pencil methods. We also recognize a few new matrix pencil variants to determine DDE stability. Finally, the recognition of the new types of eigenvalue problem opens a door to efficient computation of DDE stability.

Full work available at URL: https://arxiv.org/abs/0809.3634

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zbMATH Keywords

robustnessstabilityasymptotic stabilityquadratic eigenvalue problempolynomial eigenvalue problemcompanion formmultiparameter eigenvalue problemquadratic two-parameter eigenvalue problemtwo-parameter eigenvalue problemdelay-differential equationscritical delaysmatrix pencil methodspolynomial two-parameter eigenvalue problem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stability theory of functional-differential equations (34K20) Asymptotic theory of functional-differential equations (34K25) Matrix pencils (15A22) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

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Cited In (21)

• Computing the signed distance between overlapping ellipsoids
• Bounds for the spectrum of a two parameter matrix eigenvalue problem
• A Jacobi-Davidson method for two-real-parameter nonlinear eigenvalue problems arising from delay-differential equations.
• On linearizations of the quadratic two-parameter eigenvalue problem
• Solving two-parameter eigenvalue problems using an alternating method
• Numerical methods for nonlinear two-parameter eigenvalue problems
• A Jacobi-Davidson type method for computing real eigenvalues of the quadratic eigenvalue problem
• Invariance properties in the root sensitivity of time-delay systems with double imaginary roots
• A matrix method for determining eigenvalues and stability of singular neutral delay-differential systems
• Sensitivity and backward perturbation analysis of multiparameter eigenvalue problems
• The homotopy method for the complete solution of quadratic two-parameter eigenvalue problems
• Roots of bivariate polynomial systems via determinantal representations
• A Krylov method for the delay eigenvalue problem
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• Jacobi-Davidson methods for polynomial two-parameter eigenvalue problems
• Joint spectrum shrinking maps on projections
• On the quadratic two-parameter eigenvalue problem and its linearization
• Vector space of linearizations for the quadratic two-parameter matrix polynomial
• Solving Singular Generalized Eigenvalue Problems by a Rank-Completing Perturbation
• Critical delays and polynomial eigenvalue problems
• Projective spectrum and cyclic cohomology

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