Remarks on the stability of high-index DAEs with respect to parametric perturbations

DOI10.1007/BF02238934MaRDI QIDQ1206804zbMATH OpenOpenAlexFDO

Authors Gustaf Söderlind

Publication date 1 April 1993

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02238934

zbMATH Keywords

differential-algebraic equationsgeneralized eigenproblemhigh-indexKronecker canonical formmatrix pencilperturbationsstability

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) General theory for ordinary differential equations (34A99) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Review text

This paper illustrates the effects of perturbations of the coefficients of matrices in differential-algebraic equations of the form: (DAE) \(Ex(t)-Ax(t)=0\). Such a system is related to the matrix pencil \(E\lambda- A\), and basic properties of (DAE) depend on the so-called Kronecker canonical form (KCF) of \(E\lambda-A\). The considered pencil \(E\lambda-A\) may be transformed to the following canonical form: \[ P(E\lambda-A)Q={I\;0\brack 0\;N}\lambda-{C\;0\brack 0\;I}, \tag{KCF} \] where the block \(N\) is a nilpotent submatrix. The most important properties of (DAE) depend on the character of the block \(N\). Even arbitrarily small perturbations of the coefficient matrices, if they concern the structure of \(N\), may dramatically change the character of the solution of (DAE). The author analyses the effects of perturbations of \(E\) and \(A\) on a very simple example of 3 equations. This model is simple enough to be solved and analysed without any difficulty, and it is general enough to observe the most important phenomena that may occure, produced by changes in \(E\) and \(A\). Certainly, any more general analysis of the (DAE) considered here is of an incomparable greater difficulty than the analysis of the particular case presented in this paper.

Recommendations

• Sensitivity of solutions of linear DAE to perturbations of the system matrices
• On robust stability of systems of differential-algebraic equations
• Stability of differential-algebraic equations under uncertainty
• Robust stability of differential-algebraic equations
• On robust stability of differential-algebraic equations with structured uncertainty

Cites work

• Computing the Structural Index
• Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations
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• On Nonlinear Singularly Perturbed Initial Value Problems

Cited in

(4)

• Sensitivity of solutions of linear DAE to perturbations of the system matrices
• Exploiting the separability in the solution of systems of linear ordinary differential equations
• The effect of the stopping of the Newton iteration in implicit linear multistep methods
• On singular values related to DAEs in Kronecker canonical form

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