Related papers: Solution Formulas for Differential Sylvester and L…
The approximation of the value function associated to a stabilization problem formulated as optimal control problem for the Navier-Stokes equations in dimension three by means of solutions to generalized Lyapunov equations is proposed and…
In this paper, we study distributed methods for solving a Sylvester equation in the form of AX+XB=C for matrices A, B, C$\in R^{n\times n}$ with X being the unknown variable. The entries of A, B and C (called data) are partitioned into a…
This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…
The computation of the entire Lyapunov spectrum for extended dynamical systems is a very time consuming task. If the system is in a chaotic spatio-temporal regime it is possible to approximately reconstruct the Lyapunov spectrum from the…
We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…
The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…
The Milstein approximation with step size $\Delta t>0$ of the solution $(X, Y)$ to a two-by-two system of linear stochastic differential equations is considered. It is proved that when the solution of the underlying model is exponentially…
In this paper, we use what we call the shift operator so that general delay dynamic equations of the form \[ x^{\Delta}(t)=a(t)x(t)+b(t)x(\delta_{-}(h,t))\delta_{-}^{\Delta}% (h,t),\ \ \ t\in\lbrack t_{0},\infty)_{\mathbb{T}}% \] can be…
We consider the low-rank alternating directions implicit (ADI) iteration for approximately solving large-scale algebraic Sylvester equations. Inside every iteration step of this iterative process a pair of linear systems of equations has to…
This paper presents the non-linear generalization of a previous work on matrix differential models. It focusses on the construction of approximate solutions of first-order matrix differential equations Y'(x)=f(x,Y(x)) using matrix-cubic…
A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…
The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…
This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particularly when the coefficient matrices are…
We provide necessary and sufficient conditions for the generalized $\star$-Sylvester matrix equation, $AXB + CX^\star D = E$, to have exactly one solution for any right-hand side E. These conditions are given for arbitrary coefficient…
In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives and Riemann-Liouville fractional integrals. In order to make…
In this paper, we discuss the different splitting approaches to solve the Gross-Pitaevskii equation numerically. We consider conservative finite-difference schemes and spectral methods for the spatial discretisation. Further, we apply…
The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…
We present the first numerical approach to D-bar problems having spectral convergence for real analytic rapidly decreasing potentials. The proposed method starts from a formulation of the problem in terms of an integral equation which is…
The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…
Equations arising in General Relativity are usually too complicated to be solved analytically and one has to rely on numerical methods to solve sets of coupled partial differential equations. Among the possible choices, this paper focuses…