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

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory PDF Author: Peter Benner
Publisher: Springer
ISBN: 3319152602
Category : Mathematics
Languages : en
Pages : 608

Get Book

Book Description
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 Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory PDF Author: Peter Benner
Publisher: Springer
ISBN: 3319152602
Category : Mathematics
Languages : en
Pages : 608

Get Book

Book Description
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.

Differential-algebraic Equations

Differential-algebraic Equations PDF Author: Peter Kunkel
Publisher: European Mathematical Society
ISBN: 9783037190173
Category : Boundary value problems
Languages : en
Pages : 396

Get Book

Book Description
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.

Surveys in Differential-Algebraic Equations IV

Surveys in Differential-Algebraic Equations IV PDF Author: Achim Ilchmann
Publisher: Springer
ISBN: 3319466186
Category : Mathematics
Languages : en
Pages : 305

Get Book

Book Description
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs) which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

Surveys in Differential-Algebraic Equations I

Surveys in Differential-Algebraic Equations I PDF Author: Achim Ilchmann
Publisher: Springer Science & Business Media
ISBN: 3642349285
Category : Mathematics
Languages : en
Pages : 237

Get Book

Book Description
The need for a rigorous mathematical theory for Differential-Algebraic Equations (DAEs) has its roots in the widespread applications of controlled dynamical systems, especially in mechanical and electrical engineering. Due to the strong relation to (ordinary) differential equations, the literature for DAEs mainly started out from introductory textbooks. As such, the present monograph is new in the sense that it comprises survey articles on various fields of DAEs, providing reviews, presentations of the current state of research and new concepts in - Controllability for linear DAEs - Port-Hamiltonian differential-algebraic systems - Robustness of DAEs - Solution concepts for DAEs - DAEs in circuit modeling. The results in the individual chapters are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

Control and Optimization with Differential-Algebraic Constraints

Control and Optimization with Differential-Algebraic Constraints PDF Author: Lorenz T. Biegler
Publisher: SIAM
ISBN: 9781611972252
Category : Control theory
Languages : en
Pages : 355

Get Book

Book Description
Differential-algebraic equations are the most natural way to mathematically model many complex systems in science and engineering. Once the model is derived, it is important to optimize the design parameters and control it in the most robust and efficient way to maximize performance. This book presents the latest theory and numerical methods for the optimal control of differential-algebraic equations. The following features are presented in a readable fashion so the results are accessible to the widest audience: the most recent theory, written by leading experts from a number of academic and nonacademic areas and departments; several state-of-the-art numerical methods; and real-world applications.

Surveys in Differential-Algebraic Equations II

Surveys in Differential-Algebraic Equations II PDF Author: Achim Ilchmann
Publisher: Springer
ISBN: 3319110500
Category : Mathematics
Languages : en
Pages : 339

Get Book

Book Description
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Observers for DAEs - DAEs in chemical processes - Optimal control of DAEs - DAEs from a functional-analytic viewpoint - Algebraic methods for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

Control Perspectives on Numerical Algorithms and Matrix Problems

Control Perspectives on Numerical Algorithms and Matrix Problems PDF Author: Amit Bhaya
Publisher: SIAM
ISBN: 9780898718669
Category : Mathematics
Languages : en
Pages : 297

Get Book

Book Description
Control Perspectives on Numerical Algorithms and Matrix Problems organizes the analysis and design of iterative numerical methods from a control perspective. The authors discuss a variety of applications, including iterative methods for linear and nonlinear systems of equations, neural networks for linear and quadratic programming problems, support vector machines, integration and shooting methods for ordinary differential equations, matrix preconditioning, matrix stability, and polynomial zero finding. This book opens up a new field of interdisciplinary research that should lead to insights in the areas of both control and numerical analysis and shows that a wide range of applications can be approached from, and benefit from, a control perspective.

The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods

The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods PDF Author: Ernst Hairer
Publisher: Springer
ISBN: 3540468323
Category : Mathematics
Languages : en
Pages : 146

Get Book

Book Description
The term differential-algebraic equation was coined to comprise differential equations with constraints (differential equations on manifolds) and singular implicit differential equations. Such problems arise in a variety of applications, e.g. constrained mechanical systems, fluid dynamics, chemical reaction kinetics, simulation of electrical networks, and control engineering. From a more theoretical viewpoint, the study of differential-algebraic problems gives insight into the behaviour of numerical methods for stiff ordinary differential equations. These lecture notes provide a self-contained and comprehensive treatment of the numerical solution of differential-algebraic systems using Runge-Kutta methods, and also extrapolation methods. Readers are expected to have a background in the numerical treatment of ordinary differential equations. The subject is treated in its various aspects ranging from the theory through the analysis to implementation and applications.

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

Numerical Solution of Initial-value Problems in Differential-algebraic Equations PDF Author: K. E. Brenan
Publisher: SIAM
ISBN: 9781611971224
Category : Mathematics
Languages : en
Pages : 268

Get Book

Book Description
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.

Matrix Polynomials

Matrix Polynomials PDF Author: I. Gohberg
Publisher: SIAM
ISBN: 0898716810
Category : Mathematics
Languages : en
Pages : 423

Get Book

Book Description
This book is the definitive treatment of the theory of polynomials in a complex variable with matrix coefficients. Basic matrix theory can be viewed as the study of the special case of polynomials of first degree; the theory developed in Matrix Polynomials is a natural extension of this case to polynomials of higher degree. It has applications in many areas, such as differential equations, systems theory, the Wiener-Hopf technique, mechanics and vibrations, and numerical analysis. Although there have been significant advances in some quarters, this work remains the only systematic development of the theory of matrix polynomials. The book is appropriate for students, instructors, and researchers in linear algebra, operator theory, differential equations, systems theory, and numerical analysis. Its contents are accessible to readers who have had undergraduate-level courses in linear algebra and complex analysis.