Approximation of stability radii for large-scale dissipative Hamiltonian systems

DOI10.1007/s10444-020-09763-5zbMath1436.65206MaRDI QIDQ1987743

Volker Mehrmann, Emre Mengi, Nicat Aliyev

Publication date: 15 April 2020

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-020-09763-5

zbMATH Keywords

robust stability; eigenvalue optimization; stability radius; Hermite interpolation; subspace projection; dissipative Hamiltonian system

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

90C26: Nonconvex programming, global optimization

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

37M15: Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems

37M21: Computational methods for invariant manifolds of dynamical systems

Uses Software

• CVX