Numerical Algebra Matrix Theory Differential Algebraic Equations And Control Theory

Author : Peter Benner,Matthias Bollhöfer,Daniel Kressner,Christian Mehl,Tatjana Stykel
Publisher : Springer
Page : 608 pages
File Size : 42,5 Mb
Release : 2015-05-09
Category : Mathematics
ISBN : 9783319152608

Get Book

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory by Peter Benner,Matthias Bollhöfer,Daniel Kressner,Christian Mehl,Tatjana Stykel Pdf

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.

Author : Peter Kunkel
Publisher : European Mathematical Society
Page : 396 pages
File Size : 45,5 Mb
Release : 2006
Category : Boundary value problems
ISBN : 3037190175

Get Book

Differential-algebraic Equations by Peter Kunkel Pdf

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.

Author : Achim Ilchmann,Timo Reis
Publisher : Springer
Page : 305 pages
File Size : 52,5 Mb
Release : 2017-03-08
Category : Mathematics
ISBN : 9783319466187

Get Book

Surveys in Differential-Algebraic Equations IV by Achim Ilchmann,Timo Reis Pdf

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.

Author : Lorenz T. Biegler,Stephen L. Campbell,Volker Mehrmann
Publisher : SIAM
Page : 355 pages
File Size : 47,6 Mb
Release : 2012-01-01
Category : Control theory
ISBN : 1611972256

Get Book

Control and Optimization with Differential-Algebraic Constraints by Lorenz T. Biegler,Stephen L. Campbell,Volker Mehrmann Pdf

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.

Author : Achim Ilchmann,Timo Reis
Publisher : Springer Science & Business Media
Page : 237 pages
File Size : 41,8 Mb
Release : 2013-03-19
Category : Mathematics
ISBN : 9783642349287

Get Book

Surveys in Differential-Algebraic Equations I by Achim Ilchmann,Timo Reis Pdf

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.

Author : Achim Ilchmann,Timo Reis
Publisher : Springer
Page : 339 pages
File Size : 44,5 Mb
Release : 2014-12-04
Category : Mathematics
ISBN : 9783319110509

Get Book

Surveys in Differential-Algebraic Equations II by Achim Ilchmann,Timo Reis Pdf

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.

Author : Amit Bhaya,Eugenius Kaszkurewicz
Publisher : SIAM
Page : 297 pages
File Size : 47,6 Mb
Release : 2006-01-01
Category : Mathematics
ISBN : 089871866X

Get Book

Control Perspectives on Numerical Algorithms and Matrix Problems by Amit Bhaya,Eugenius Kaszkurewicz Pdf

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.

Author : Ernst Hairer,Christian Lubich,Michel Roche
Publisher : Springer
Page : 146 pages
File Size : 45,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540468325

Get Book

The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods by Ernst Hairer,Christian Lubich,Michel Roche Pdf

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.

Author : Matthias Voigt
Publisher : Logos Verlag Berlin GmbH
Page : 310 pages
File Size : 41,5 Mb
Release : 2015-09-30
Category : Differential-algebraic equations
ISBN : 9783832541187

Get Book

On Linear-Quadratic Optimal Control and Robustness of Differential-Algebraic Systems by Matthias Voigt Pdf

This thesis considers the linear-quadratic optimal control problem for differential-algebraic systems. In this first part, a complete theoretical analysis of this problem is presented. The basis is a new differential-algebraic version of the Kalman-Yakubovich-Popov (KYP) lemma. One focus is the analysis of the solution structure of the associated descriptor KYP inequality. In particular, rank-minimizing, stabilizing, and extremal solutions are characterized which gives a deep insight into the structure of the problem. Further contributions include new relations of the descriptor KYP inequality to structured matrix pencils, conditions for the existence of nonpositive solutions, and the application of the new theory to the characterization of dissipative systems and the factorization of rational matrix-valued functions. The second part of this thesis focuses on robustness questions, i.e., the influence of perturbations on system properties like dissipativity and stability is discussed. Characterizations for the distance of a dissipative systems to the set of non-dissipative systems are given which lead to a numerical method for computing this distance. Furthermore, the problem of computing the H-infinity-norm of a large-scale differential-algebraic system is considered. Two approaches for this computation are introduced and compared to each other.

Author : I. Gohberg,P. Lancaster,L. Rodman
Publisher : SIAM
Page : 423 pages
File Size : 53,6 Mb
Release : 2009-07-23
Category : Mathematics
ISBN : 9780898716818

Get Book

Matrix Polynomials by I. Gohberg,P. Lancaster,L. Rodman Pdf

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.

Author : Anonim
Publisher : Academic Press
Page : 229 pages
File Size : 54,5 Mb
Release : 2000-04-01
Category : Mathematics
ISBN : 9780080956428

Get Book

Extensions of Linear-Quadratic Control, Optimization and Matrix Theory by Anonim Pdf

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

Author : Edward Barry Saff,Arthur David Snider
Publisher : John Wiley & Sons
Page : 407 pages
File Size : 41,8 Mb
Release : 2015-10-12
Category : Mathematics
ISBN : 9781118953655

Get Book

Fundamentals of Matrix Analysis with Applications by Edward Barry Saff,Arthur David Snider Pdf

An accessible and clear introduction to linear algebra with a focus on matrices and engineering applications Providing comprehensive coverage of matrix theory from a geometric and physical perspective, Fundamentals of Matrix Analysis with Applications describes the functionality of matrices and their ability to quantify and analyze many practical applications. Written by a highly qualified author team, the book presents tools for matrix analysis and is illustrated with extensive examples and software implementations. Beginning with a detailed exposition and review of the Gauss elimination method, the authors maintain readers’ interest with refreshing discussions regarding the issues of operation counts, computer speed and precision, complex arithmetic formulations, parameterization of solutions, and the logical traps that dictate strict adherence to Gauss’s instructions. The book heralds matrix formulation both as notational shorthand and as a quantifier of physical operations such as rotations, projections, reflections, and the Gauss reductions. Inverses and eigenvectors are visualized first in an operator context before being addressed computationally. Least squares theory is expounded in all its manifestations including optimization, orthogonality, computational accuracy, and even function theory. Fundamentals of Matrix Analysis with Applications also features: Novel approaches employed to explicate the QR, singular value, Schur, and Jordan decompositions and their applications Coverage of the role of the matrix exponential in the solution of linear systems of differential equations with constant coefficients Chapter-by-chapter summaries, review problems, technical writing exercises, select solutions, and group projects to aid comprehension of the presented concepts Fundamentals of Matrix Analysis with Applications is an excellent textbook for undergraduate courses in linear algebra and matrix theory for students majoring in mathematics, engineering, and science. The book is also an accessible go-to reference for readers seeking clarification of the fine points of kinematics, circuit theory, control theory, computational statistics, and numerical algorithms.

Author : Andreas Varga
Publisher : Springer
Page : 412 pages
File Size : 54,8 Mb
Release : 2017-02-14
Category : Technology & Engineering
ISBN : 9783319515595

Get Book

Solving Fault Diagnosis Problems by Andreas Varga Pdf

This book addresses fault detection and isolation topics from a computational perspective. Unlike most existing literature, it bridges the gap between the existing well-developed theoretical results and the realm of reliable computational synthesis procedures. The model-based approach to fault detection and diagnosis has been the subject of ongoing research for the past few decades. While the theoretical aspects of fault diagnosis on the basis of linear models are well understood, most of the computational methods proposed for the synthesis of fault detection and isolation filters are not satisfactory from a numerical standpoint. Several features make this book unique in the fault detection literature: Solution of standard synthesis problems in the most general setting, for both continuous- and discrete-time systems, regardless of whether they are proper or not; consequently, the proposed synthesis procedures can solve a specific problem whenever a solution exists Emphasis on the best numerical algorithms to solve the synthesis problems for linear systems in generalized state-space form (also known as descriptor systems) Development of general synthesis procedures relying on new computational paradigms, such as factorization-based design based on filter updating techniques and nullspace-based synthesis Availability of a comprehensive set of free accompanying software tools for descriptor systems, which allows readers to easily implement all synthesis procedures presented in the book and ensures that all results are reproducible This book is primarily intended for researchers and advanced graduate students in the areas of fault diagnosis and fault-tolerant control. It will also appeal to mathematicians with an interest in control-oriented numerics.

Author : David H. Jacobson
Publisher : Springer
Page : 320 pages
File Size : 46,6 Mb
Release : 1980
Category : Control theory
ISBN : UCAL:B4406470

Get Book

Extensions of Linear-quadratic Control Theory by David H. Jacobson Pdf

Author : Jennifer Scott,Miroslav Tůma
Publisher : Springer Nature
Page : 254 pages
File Size : 40,8 Mb
Release : 2023-04-29
Category : Mathematics
ISBN : 9783031258206

Get Book

Algorithms for Sparse Linear Systems by Jennifer Scott,Miroslav Tůma Pdf

Large sparse linear systems of equations are ubiquitous in science, engineering and beyond. This open access monograph focuses on factorization algorithms for solving such systems. It presents classical techniques for complete factorizations that are used in sparse direct methods and discusses the computation of approximate direct and inverse factorizations that are key to constructing general-purpose algebraic preconditioners for iterative solvers. A unified framework is used that emphasizes the underlying sparsity structures and highlights the importance of understanding sparse direct methods when developing algebraic preconditioners. Theoretical results are complemented by sparse matrix algorithm outlines. This monograph is aimed at students of applied mathematics and scientific computing, as well as computational scientists and software developers who are interested in understanding the theory and algorithms needed to tackle sparse systems. It is assumed that the reader has completed a basic course in linear algebra and numerical mathematics.