On non-Hermitian positive (semi)definite linear algebraic systems arising from dissipative Hamiltonian DAEs
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Publication:5101017
differential-algebraic equationdissipative Hamiltonian systemKrylov subspace methodlinear algebraic systemport-Hamiltonian system
Iterative numerical methods for linear systems (65F10) Numerical methods for differential-algebraic equations (65L80) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Large-scale systems (93A15) System structure simplification (93B11) Realizations from input-output data (93B15)
Abstract: We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An important feature of the linear algebraic systems is that the (non-Hermitian) system matrix has a positive definite or semidefinite Hermitian part. In the positive definite case we can solve the linear algebraic systems iteratively by Krylov subspace methods based on efficient three-term recurrences. We illustrate the performance of these iterative methods on several examples. The semidefinite case can be challenging and requires additional techniques to deal with "singular part", while the "positive definite part" can still be treated with the three-term recurrence methods.
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