English
Related papers

Related papers: Computing the Lyapunov operator \varphi-functions,…

200 papers

We study the new class of q-fractional integral operator. In the aid of iterated Cauchy integral approach to fractional integral operator, we applied t^pf(t) instead of f(t) in these integrals and with parameter p a new class of…

General Mathematics · Mathematics 2019-04-29 Mohammad Momenzadeh , Nazim Mahmudov

Quadratic Lyapunov function has been widely used in the analysis of linear time invariant (LTI) systems ever since it has shown that the existence of such quadratic Lyapunov function certifies the stability of the LTI system. In this work,…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Hassan Abdelraouf , Gidado-Yisa Immanuel , Eric Feron

We suggested an algorithm for searching the recursion operators for nonlinear integrable equations. It was observed that the recursion operator $R$ can be represented as a ratio of the form $R=L_1^{-1}L_2$ where the linear differential…

Exactly Solvable and Integrable Systems · Physics 2017-10-25 I. T. Habibullin , A. R. Khakimova

This article presents a novel numerically tractable technique for synthesizing Lyapunov functions for equilibria of nonlinear vector fields. In broad strokes, corresponding to an isolated equilibrium point of a given vector field, a…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Raavi Gupta , Sameep Chattopadhyay , Pradyumna Paruchuri , Debasish Chatterjee

The differential Sylvester equation and its symmetric version, the differential Lyapunov equation, appear in different fields of applied mathematics like control theory, system theory, and model order reduction. The few available…

Numerical Analysis · Mathematics 2018-11-21 Maximilian Behr , Peter Benner , Jan Heiland

In this paper we solve the problem of approximating functionals $(\varphi(A)x, f)$ (where $\varphi(A)$ is some function of self-adjoint operator $A$) on the class of elements of a Hilbert space that is defined with the help of another…

Functional Analysis · Mathematics 2017-03-14 Vladyslav Babenko , Yuliya Babenko , Nadiia Kriachko

Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…

Numerical Analysis · Mathematics 2025-03-21 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

In this manuscript, we propose an efficient, practical and easy-to-implement way to approximate actions of $\varphi$-functions for matrices with $d$-dimensional Kronecker sum structure in the context of exponential integrators up to second…

Numerical Analysis · Mathematics 2023-04-06 Marco Caliari , Fabio Cassini

High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…

Numerical Analysis · Mathematics 2024-10-22 Tanya Tafolla , Stéphane Gaudreault , Mayya Tokman

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…

Mathematical Physics · Physics 2007-05-23 Mark Naber

The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…

Numerical Analysis · Mathematics 2023-12-13 E. D. Khoroshikh , V. G. Kurbatov

We give an introductory account of functional determinants of elliptic operators on manifolds and Polyakov-type formulas for their infinitesimal and finite conformal variations. We relate this to extremal problems and to the Q-curvature on…

Differential Geometry · Mathematics 2008-04-24 Thomas P. Branson

We develop a mixed-precision iterative refinement framework for solving low-rank Lyapunov matrix equations $AX + XA^T + W =0$, where $W=LL^T$ or $W=LSL^T$. Via rounding error analysis of the algorithms we derive sufficient conditions for…

Numerical Analysis · Mathematics 2026-05-14 Peter Benner , Xiaobo Liu

We present a new method for the computation of Lyapunov exponents utilizing representations of orthogonal matrices applied to decompositions of M or MM_trans where M is the tangent map. This method uses a minimal set of variables, does not…

chao-dyn · Physics 2009-10-31 Govindan Rangarajan , Salman Habib , Robert D. Ryne

We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…

Optimization and Control · Mathematics 2012-01-17 Vladimir Yu. Protasov , Raphael M. Jungers

Building on a previously introduced block Lanczos method, we demonstrate how to approximate any operator function of the form Trf (A) when the argument A is given as a Hermitian matrix product operator. This gives access to quantities that,…

Quantum Physics · Physics 2018-08-22 Moritz August , Mari Carmen Banuls

It is well-known that the two-parameter Mittag-Leffler (ML) function plays a key role in Fractional Calculus. In this paper, we address the problem of computing this function, when its argument is a square matrix. Effective methods for…

Numerical Analysis · Mathematics 2023-10-04 João R. Cardoso

Some important applicative problems require the evaluation of functions $\Psi$ of large and sparse and/or \emph{localized} matrices $A$. Popular and interesting techniques for computing $\Psi(A)$ and $\Psi(A)\mathbf{v}$, where $\mathbf{v}$…

Numerical Analysis · Mathematics 2022-04-25 Daniele Bertaccini , Marina Popolizio , Fabio Durastante

The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest…

Probability · Mathematics 2015-06-16 Vladislav Kargin

Exponential integrators that use Krylov approximations of matrix functions have turned out to be efficient for the time-integration of certain ordinary differential equations (ODEs). This holds in particular for linear homogeneous ODEs,…

Numerical Analysis · Mathematics 2015-02-25 Antti Koskela , Elias Jarlebring