Conditioning and relative error propagation in linear autonomous ordinary differential equations

DOI10.3934/dcdsb.2018165zbMath1398.65087OpenAlexW2805555186WikidataQ129625830 ScholiaQ129625830MaRDI QIDQ1670298

Stefano Maset

Publication date: 5 September 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018165

zbMATH Keywords

relative errorlinear ordinary differential equationscondition numbers

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Perturbations of ordinary differential equations (34D10) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items

Relative error stability and instability of matrix exponential approximations for stiff numerical integration of long-time solutions ⋮ Relative error analysis of matrix exponential approximations for numerical integration ⋮ Propagation of perturbations in the initial value along solutions of linear ODEs: a componentwise relative error analysis ⋮ How perturbations in the matrix of linear systems of ordinary differential equations propagate along solutions

Uses Software

• mftoolbox

Cites Work

• Unnamed Item
• Normal matrices
• Condition
• Computing matrix functions
• Solving Ordinary Differential Equations I
• Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
• Bounds and perturbation bounds for the matrix exponential
• Functions of Matrices