Robust stability optimization for linear delay systems in a probabilistic framework

DOI10.1016/j.laa.2017.03.020zbMath1362.65043OpenAlexW2547578889MaRDI QIDQ2397082

Wim Michiels, Luca Fenzi

Publication date: 29 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.laa.2017.03.020

zbMATH Keywords

uncertainty quantificationdelay differential algebraic equations of retarded typeeigenvalue analysis and optimizationintegrability of the spectral abscissa and its gradient

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Sensitivity, stability, parametric optimization (90C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (6)

Sensitivity Analysis for Stability of Uncertain Delay Differential Equations Using Polynomial Chaos Expansions ⋮ Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices ⋮ Spectrum-based Stability Analysis and Stabilization of Time-periodic Time-delay Systems ⋮ Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations ⋮ UDDAE_Optimization ⋮ Robust optimization of stiff delayed systems: application to a fluid catalytic cracking unit

Uses Software

• DDE-BIFTOOL
• HIFOO
• nonlinear_pseudoabscissa

Cites Work

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