Zobrazeno 1 - 10
of 359
pro vyhledávání: '"Volker Mehrmann"'
Publikováno v:
Journal of Mathematics in Industry, Vol 11, Iss 1, Pp 1-34 (2021)
Abstract This paper presents a model order reduction approach for large scale high dimensional parametric models arising in the analysis of financial risk. To understand the risks associated with a financial product, one has to perform several thousa
Externí odkaz:
https://doaj.org/article/2f2ab8c37ebc4de0b46de08109ceb7cb
Publikováno v:
Mathematics, Vol 8, Iss 9, p 1393 (2020)
In this paper, we discuss stochastic differential-algebraic equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-1 SDAEs and their reformulation as ordinary stochastic differential
Externí odkaz:
https://doaj.org/article/6e20f3016acf49468bad08c7915859b1
Publikováno v:
Journal of Applied Mathematics, Vol 2003, Iss 3, Pp 115-140 (2003)
This paper is devoted to the perturbation theory for defective matrices. We consider the asymptotic expansions of the perturbed spectrum when a matrix A is changed to A+tE, where E≠0 and t>0 is a small parameter. In particular, we analyse the ratio
Externí odkaz:
https://doaj.org/article/245a618f1e5c44a6b3cdb989275e8899
Autor:
Peter Kunkel, Volker Mehrmann
Publikováno v:
Vietnam Journal of Mathematics. 51:177-198
Linear time-varying differential-algebraic equations with symmetries are studied. The structures that we address are self-adjoint and skew-adjoint systems. Local and global canonical forms under congruence are presented and used to classify the geome
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58ac8cb2f5d54def5a2823bcdb6f529e
https://doi.org/10.1007/s10013-022-00596-x
https://doi.org/10.1007/s10013-022-00596-x
Publikováno v:
Oberwolfach Reports. 18:1259-1289
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12c7b5b5d5664c4a82b1199a2d4ea858
https://doi.org/10.4171/owr/2021/24
https://doi.org/10.4171/owr/2021/24
Autor:
Volker Mehrmann, Arjan van der Schaft
Publikováno v:
Mathematics of Control, Signals, and Systems.
Different representations of linear dissipative Hamiltonian and port-Hamiltonian differential–algebraic equations (DAE) systems are presented and compared. Using global geometric and algebraic points of view, translations between different represen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e4ab385ff9c20b81e611dccc3b2dfd8
https://doi.org/10.1007/s00498-023-00349-2
https://doi.org/10.1007/s00498-023-00349-2
Autor:
Arjan van der Schaft, Volker Mehrmann
Publikováno v:
Systems & Control Letters. 177:105564
Port-Hamiltonian systems theory provides a systematic methodology for the modeling, simulation and control of multi-physics systems. The incorporation of algebraic constraints has led to a multitude of definitions of port-Hamiltonian differential-alg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f41808e2a38be3223acbda077bda9c5d
https://doi.org/10.1016/j.sysconle.2023.105564
https://doi.org/10.1016/j.sysconle.2023.105564
Publikováno v:
Foundations of Computational Mathematics. 22:257-311
The generic change of the Weierstras canonical form of regular complex structured matrix pencils under generic structure-preserving additive low-rank perturbations is studied. Several different symmetry structures are considered, and it is shown that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e262513e82982da55b8209dcabdfdf2
https://doi.org/10.1007/s10208-021-09500-4
https://doi.org/10.1007/s10208-021-09500-4
Autor:
Murat Manguoglu, Volker Mehrmann
Publikováno v:
ETNA - Electronic Transactions on Numerical Analysis. 54:370-391
We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close to the id
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::439868257520491490e9f97189f5db44
https://doi.org/10.1553/etna_vol54s370
https://doi.org/10.1553/etna_vol54s370
Autor:
Peter Kunkel, Volker Mehrmann
Discretization methods for differential-algebraic equations (DAEs) are considered that are based on the integration of an associated inherent ordinary differential equation (ODE). This allows to make use of any discretization scheme suitable for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ece819d5bc6aa4f65e76323c29be53f1
http://arxiv.org/abs/2205.08105
http://arxiv.org/abs/2205.08105
