Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory
Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory

Author: Peter Benner

Publisher: Springer

Published: 2015-05-09

Total Pages: 635

ISBN-13: 3319152602

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This edited volume highlights the scientific contributions of Volker Mehrmann, a leading expert in the area of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory. These mathematical research areas are strongly related and often occur in the same real-world applications. The main areas where such applications emerge are computational engineering and sciences, but increasingly also social sciences and economics. This book also reflects some of Volker Mehrmann's major career stages. Starting out working in the areas of numerical linear algebra (his first full professorship at TU Chemnitz was in "Numerical Algebra," hence the title of the book) and matrix theory, Volker Mehrmann has made significant contributions to these areas ever since. The highlights of these are discussed in Parts I and II of the present book. Often the development of new algorithms in numerical linear algebra is motivated by problems in system and control theory. These and his later major work on differential-algebraic equations, to which he together with Peter Kunkel made many groundbreaking contributions, are the topic of the chapters in Part III. Besides providing a scientific discussion of Volker Mehrmann's work and its impact on the development of several areas of applied mathematics, the individual chapters stand on their own as reference works for selected topics in the fields of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory.

Numerical Solution of Initial-value Problems in Differential-algebraic Equations
Numerical Solution of Initial-value Problems in Differential-algebraic Equations

Author: K. E. Brenan

Publisher: SIAM

Published: 1996-01-01

Total Pages: 268

ISBN-13: 9781611971224

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Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.

Differential-algebraic Equations
Differential-algebraic Equations

Author: Peter Kunkel

Publisher: European Mathematical Society

Published: 2006

Total Pages: 396

ISBN-13: 9783037190173

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Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.

Ordinary Differential Equations and Linear Algebra
Ordinary Differential Equations and Linear Algebra

Author: Todd Kapitula

Publisher: SIAM

Published: 2015-11-17

Total Pages: 308

ISBN-13: 1611974097

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Ordinary differential equations (ODEs) and linear algebra are foundational postcalculus mathematics courses in the sciences. The goal of this text is to help students master both subject areas in a one-semester course. Linear algebra is developed first, with an eye toward solving linear systems of ODEs. A computer algebra system is used for intermediate calculations (Gaussian elimination, complicated integrals, etc.); however, the text is not tailored toward a particular system. Ordinary Differential Equations and Linear Algebra: A Systems Approach systematically develops the linear algebra needed to solve systems of ODEs and includes over 15 distinct applications of the theory, many of which are not typically seen in a textbook at this level (e.g., lead poisoning, SIR models, digital filters). It emphasizes mathematical modeling and contains group projects at the end of each chapter that allow students to more fully explore the interaction between the modeling of a system, the solution of the model, and the resulting physical description.

Matrix Riccati Equations in Control and Systems Theory
Matrix Riccati Equations in Control and Systems Theory

Author: Hisham Abou-Kandil

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 584

ISBN-13: 3034880812

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The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach. The book makes available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.

Matrix Algebra
Matrix Algebra

Author: James E. Gentle

Publisher: Springer Science & Business Media

Published: 2007-07-27

Total Pages: 536

ISBN-13: 0387708723

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Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Numerical Solution of Algebraic Riccati Equations
Numerical Solution of Algebraic Riccati Equations

Author: Dario A. Bini

Publisher: SIAM

Published: 2012-03-31

Total Pages: 261

ISBN-13: 1611972086

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This treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted. Readers will find a unified discussion of doubling algorithms, which are effective in solving algebraic Riccati equations as well as a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB codes. This will help the reader gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.

Mathematical Control Theory
Mathematical Control Theory

Author: Eduardo D. Sontag

Publisher: Springer Science & Business Media

Published: 2013-11-21

Total Pages: 543

ISBN-13: 1461205778

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Geared primarily to an audience consisting of mathematically advanced undergraduate or beginning graduate students, this text may additionally be used by engineering students interested in a rigorous, proof-oriented systems course that goes beyond the classical frequency-domain material and more applied courses. The minimal mathematical background required is a working knowledge of linear algebra and differential equations. The book covers what constitutes the common core of control theory and is unique in its emphasis on foundational aspects. While covering a wide range of topics written in a standard theorem/proof style, it also develops the necessary techniques from scratch. In this second edition, new chapters and sections have been added, dealing with time optimal control of linear systems, variational and numerical approaches to nonlinear control, nonlinear controllability via Lie-algebraic methods, and controllability of recurrent nets and of linear systems with bounded controls.

Evolutionary Equations
Evolutionary Equations

Author: Christian Seifert

Publisher: Birkhäuser

Published: 2022-02-03

Total Pages: 317

ISBN-13: 9783030893965

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This open access book provides a solution theory for time-dependent partial differential equations, which classically have not been accessible by a unified method. Instead of using sophisticated techniques and methods, the approach is elementary in the sense that only Hilbert space methods and some basic theory of complex analysis are required. Nevertheless, key properties of solutions can be recovered in an elegant manner. Moreover, the strength of this method is demonstrated by a large variety of examples, showing the applicability of the approach of evolutionary equations in various fields. Additionally, a quantitative theory for evolutionary equations is developed. The text is self-contained, providing an excellent source for a first study on evolutionary equations and a decent guide to the available literature on this subject, thus bridging the gap to state-of-the-art mathematical research.