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Asymptotic condition numbers for linear ordinary differential equations

Numerical Analysis 2026-05-18 v3 Numerical Analysis

Abstract

We are interested in the relative conditioning of the problem y0etAy0y_0\mapsto \mathrm{e}^{tA}y_0, i.e., the relative conditioning of the action of the matrix exponential e\mathrm{e}% ^{tA} on a vector with respect to perturbations of this vector. The present paper is a qualitative study of the long-time behavior of this conditioning. In other words, we are interested in studying the propagation to the solution y(t)y(t) of perturbations of the initial value for a linear ordinary differential equation y(t)=Ay(t)y^\prime(t)=Ay(t), by measuring these perturbations with relative errors. We introduce three condition numbers: the first considers a specific initial value and a specific direction of perturbation; the second considers a specific initial value and the worst case by varying the direction of perturbation; and the third considers the worst case by varying both the initial value and the direction of perturbation. The long-time behaviors of these three condition numbers are studied.

Keywords

Cite

@article{arxiv.2507.08762,
  title  = {Asymptotic condition numbers for linear ordinary differential equations},
  author = {Stefano Maset},
  journal= {arXiv preprint arXiv:2507.08762},
  year   = {2026}
}

Comments

This manuscript is the first half of the first version of arXiv 2507.08762 . The second half of arXiv 2507.08762 is the new my arXiv manuscript "Asymptotic condition numbers for linear ordinary differential equations: the generic real case". Moreover, it includes the numerical example in Section 5.1 from the old version of arXiv 2507.08752

R2 v1 2026-07-01T03:56:54.975Z