Approximation of Spectral Intervals and Leading Directions for Differential-Algebraic Equation via Smooth Singular Value Decompositions

Authors:
Vu Hoang Linh;Volker Mehrmann
Affiliations:
linhvh@vnu.edu.vn;mehrmann@math.tu-berlin.de
Venue:
SIAM Journal on Numerical Analysis
Year:
2011

Citing 10
Cited 1

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Abstract

This paper is devoted to the numerical approximation of Lyapunov and Sacker-Sell spectral intervals for linear differential-algebraic equations (DAEs). The spectral analysis for DAEs is improved and the concepts of leading directions and solution subspaces associated with spectral intervals are extended to DAEs. Numerical methods based on smooth singular value decompositions are introduced for computing all or only some spectral intervals and their associated leading directions. The numerical algorithms as well as implementation issues are discussed in detail and numerical examples are presented to illustrate the theoretical results.