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Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

Dynamical Systems · Mathematics 2025-08-25 Quinlan Leishman , Benjamin Webb

We introduce an eigenvalue-preserving transformation algorithm from the generalized eigenvalue problem by matrix pencil of the upper and the lower bidiagonal matrices into a standard eigenvalue problem while preserving sparsity, using the…

Numerical Analysis · Mathematics 2025-05-06 Katsuki Kobayashi , Kazuki Maeda , Satoshi Tsujimoto

The numerical solution of the generalized eigenvalue problem for a singular matrix pencil is challenging due to the discontinuity of its eigenvalues. Classically, such problems are addressed by first extracting the regular part through the…

Numerical Analysis · Mathematics 2024-07-17 Daniel Kressner , Bor Plestenjak

The seminal work by Mackey et al. in 2006 (reference [21] of the article) introduced vector spaces of matrix pencils, with the property that almost all the pencils in the spaces are strong linearizations of a given square regular matrix…

Numerical Analysis · Mathematics 2018-08-03 Biswajit Das , Shreemayee Bora

The stated paper is dedicated to one of the inverse problems of spectral theory. It is necessary to define matrix (constant) coefficients of some quadratic pencil, if the eigenvalues of this pencil are known. Furthermore, it is known that…

Spectral Theory · Mathematics 2015-12-02 N. A. Aliyev , Y. Y. Mustafayeva , R. F. Efendiyev

Standard multiparameter eigenvalue problems (MEPs) are systems of $k\ge 2$ linear $k$-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one…

Numerical Analysis · Mathematics 2023-12-19 Michiel E. Hochstenbach , Tomaž Košir , Bor Plestenjak

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

We study the backward stability of running a backward stable eigenstructure solver on a pencil $S(\lambda)$ that is a strong linearization of a rational matrix $R(\lambda)$ expressed in the form $R(\lambda)=D(\lambda)+ C(\lambda…

Numerical Analysis · Mathematics 2021-03-31 Froilán M. Dopico , María C. Quintana , Paul Van Dooren

We describe algorithms for computing eigenpairs (eigenvalue--eigenvector) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…

Numerical Analysis · Mathematics 2014-10-02 Peter Bürgisser , Felipe Cucker

We introduce a new class of structured matrix polynomials, namely, the class of M_A-structured matrix polynomials, to provide a common framework for many classes of structured matrix polynomials that are important in applications: the…

Numerical Analysis · Mathematics 2016-12-22 Froilán M. Dopico , Javier Pérez , Paul Van Dooren

A two dimensional eigenvalue problem (2DEVP) of a Hermitian matrix pair $(A, C)$ is introduced in this paper. The 2DEVP can be viewed as a linear algebraic formulation of the well-known eigenvalue optimization problem of the parameter…

Numerical Analysis · Mathematics 2022-09-19 Yangfeng Su , Tianyi Lu , Zhaojun Bai

In Parts I and II of this series of papers, three new methods for the computation of eigenvalues of singular pencils were developed: rank-completing perturbations, rank-projections, and augmentation. It was observed that a straightforward…

Numerical Analysis · Mathematics 2024-06-12 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

This paper analyzes the eigenvalue distribution of neutral differential systems and the corresponding difference systems, and establishes the relationship between the eigenvalue distribution and delay-independent stability of neutral…

Dynamical Systems · Mathematics 2007-05-23 Ping Wei , Qiang Guan , Wensheng Yu , Long Wang

Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…

Probability · Mathematics 2018-01-16 Guangqiang Lan , Fang Xia , Qiushi Wang

We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization…

Numerical Analysis · Mathematics 2019-12-03 Robert Altmann , Marine Froidevaux

We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

Numerical Analysis · Mathematics 2024-08-01 Faezeh Nassajian Mojarrad

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

Optimization and Control · Mathematics 2015-09-15 Evgeny Meyer , Matthew M. Peet

We consider the class of two-lag linear delay differential equations and develop a series expansion to solve for the roots of the nonlinear characteristic equation. Supporting numerical results are presented along with application of our…

Classical Analysis and ODEs · Mathematics 2012-06-28 David Bortz

The standard approach for finding eigenvalues and eigenvectors of matrix polynomials starts by embedding the coefficients of the polynomial into a matrix pencil, known as linearization. Building on the pioneering work of Nakatsukasa and…

Numerical Analysis · Mathematics 2018-08-15 Javier Perez

The paper focuses on the numerical stability and accuracy of implicit time-domain integration (TDI) methods when applied for the solution of a power system model impacted by time delays. Such a model is generally formulated as a set of…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Andreas Bouterakos , Georgios Tzounas