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Mathematics > Numerical Analysis

Title: A complete pair of solvents of a quadratic matrix pencil

Abstract: Let $B$ and $C$ be square complex matrices. The differential equation \begin{equation*} x''(t)+Bx'(t)+Cx(t)=f(t) \end{equation*} is considered. A solvent is a matrix solution $X$ of the equation $X^2+BX+C=\mathbf0$. A pair of solvents $X$ and $Z$ is called complete if the matrix $X-Z$ is invertible. Knowing a complete pair of solvents $X$ and $Z$ allows us to reduce the solution of the initial value problem to the calculation of two matrix exponentials $e^{Xt}$ and $e^{Zt}$. The problem of finding a complete pair $X$ and $Z$, which leads to small rounding errors in solving the differential equation, is discussed.
Comments: 24 pages, 16 figures
Subjects: Numerical Analysis (math.NA); Dynamical Systems (math.DS); Functional Analysis (math.FA); Spectral Theory (math.SP)
MSC classes: 65F60, 15A69, 46B28, 30E10, 97N50
Cite as: arXiv:2405.07210 [math.NA]
  (or arXiv:2405.07210v1 [math.NA] for this version)

Submission history

From: Vitalii Kurbatov [view email]
[v1] Sun, 12 May 2024 08:20:44 GMT (524kb,D)

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