English
Related papers

Related papers: Solution Formulas for Differential Sylvester and L…

200 papers

The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…

Probability · Mathematics 2010-09-29 Christophe Ladroue , Anastasia Papavasiliou

We consider the uniqueness of solution (i.e., nonsingularity) of systems of $r$ generalized Sylvester and $\star$-Sylvester equations with $n\times n$ coefficients. After several reductions, we show that it is sufficient to analyze periodic…

Numerical Analysis · Mathematics 2019-06-18 Fernando De Terán , Bruno Iannazzo , Federico Poloni , Leonardo Robol

In this article, we first introduce a singular fractional Sturm-Liouville eigen-problems (SFSLP) on unbounded domain. The associated fractional differential operators in these problems are both Weyl and Caputo type . The properties of…

Numerical Analysis · Mathematics 2015-02-20 T. Aboelenen , H. M. El-Hawary

We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…

Numerical Analysis · Mathematics 2019-06-03 Alexander Ostermann , Chiara Piazzola , Hanna Walach

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

Numerical Analysis · Mathematics 2020-01-14 Gerhard Kirsten , Valeria Simoncini

The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…

Mathematical Physics · Physics 2019-02-05 Nicolas Behr , Giuseppe Dattoli , Ambra Lattanzi

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

In this contribution, we extend the concept of $\mathcal{H}_2$ inner product and $\mathcal{H}_2$ pseudo-optimality to dynamical systems modeled by differential-algebraic equations (DAEs). To this end, we derive projected Sylvester equations…

Numerical Analysis · Mathematics 2018-04-25 Philipp Seiwald , Alessandro Castagnotto , Tatjana Stykel , Boris Lohmann

We focus on the tranformation matrices between the standard Young-Yamanouchi basis of an irreducible representation for the symmetric group S_n and the split basis adapted to the direct product subgroups S_{n_1} \times S_{n-n_1} . We…

Mathematical Physics · Physics 2007-05-23 Vincenzo Chilla

We provide elementary and accurate numerical solutions to the differential-difference equation, which improves an explicit version of the linear sieve given by Nathanson.

Number Theory · Mathematics 2020-07-28 Matteo Bordignon

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

The general theory of Lyapunov's stability of first-order differential inclusions in Hilbert spaces has been studied by the authors in a previous work. This new contribution focuses on the natural case when the maximally monotone operator…

Optimization and Control · Mathematics 2013-05-17 Samir Adly , Abderrahim Hantoute , Michel Thera

We give explicit formulas for a pair of linearly independent solutions of $(py')'(x)+q(x)=(\lambda_1r_1(x)+\cdots+\lambda_dr_d(x))y(x)$, thus generalizing to arbitrary $d$ previously known formulas for $d=1$. These are power series in the…

Classical Analysis and ODEs · Mathematics 2024-10-15 R. Michael Porter

We propose a numerical method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type), consisting first in applying a discrete QR technique to the associated evolution family suitably posed on a Hilbert…

Numerical Analysis · Mathematics 2025-04-18 Dimitri Breda , Davide Liessi

Let ${\mathcal B}$ be a Banach algebra and ${\mathcal A}$ be a Banach subalgebra that admits norm-controlled inversion in ${\mathcal B}$. In this work, we take $A, B$ in the Banach subalgebra ${\mathcal A}$ with their spectra in the Banach…

Functional Analysis · Mathematics 2025-10-14 Qiquan Fang , Chang Eon Shin , Qiyu Sun

In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

Analysis of PDEs · Mathematics 2017-06-20 Valeriy Borisovich Levenshtam , Linh Kop Nguyen , Marat Rashidovich Ishmeev

For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations…

Numerical Analysis · Mathematics 2020-05-19 Yu Huang , Mohammad Khorsand Zak , Emran Tohidi

Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…

Chaotic Dynamics · Physics 2009-10-31 Jean-Luc Thiffeault , Allen H. Boozer

A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical…

Mathematical Physics · Physics 2007-05-23 O. V. Kaptsov , A. V. Schmidt