Results 241 to 250 of about 123,227 (279)

A method for calculating invariant subspaces of symmetric hyperbolic equations

Computational Mathematics and Mathematical Physics, 2006
Summary: An algorithm is constructed for calculating invariant subspaces of symmetric hyperbolic systems arising in electromagnetic, acoustic, and elasticity problems. Discrete approximations are calculated for subspaces that correspond to minimal eigenvalues and smooth eigenfunctions.
Godunov, S. K., Zhukov, V. T., Feodoritova, O. B.   +2 more
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Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation

2021
Summary: In this paper, option pricing is given via stochastic analysis and invariant subspace method. Finally numerical solutions is driven and shown via diagram. The considered model is one of the most well known non-linear time series model in which the switching mechanism is controlled by an unobservable state variable that follows a first-order ...
Hejazi, Reza, Dastranj, Elham, Habibi, Noora, Naderifard, Azadeh   +3 more
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A New Method of Eigenvalue Sensitivity Calculation Using Continuation of Invariant Subspaces

IEEE Transactions on Power Systems, 2011
This letter proposes a new method to calculate eigenvalue sensitivities using continuation of invariant subspaces (CIS). Mathematical proof is demonstrated for the successive eigenvalue sensitivities extracted from CIS. The numerical results on New England 39-bus system are also described.
Cheng Luo, Venkataramana Ajjarapu
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On the matrix sign function method for the computation of invariant subspaces

Proceedings of Joint Conference on Control Applications Intelligent Control and Computer Aided Control System Design, 2002
There is some concern about the numerical stability of algorithms that use the matrix sign function to solve Riccati and Lyapunov equations and to find bases of invariant subspaces. In this paper, we demonstrate that evaluating the matrix sign function is a more ill-conditioned computational problem than the problem of finding bases of the two ...
R. Byers, null Chunyang He, V. Mehrmann
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Invariant Subspace Method and Exact Solutions of Certain Nonlinear Time Fractional Partial Differential Equations

Fractional Calculus and Applied Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sahadevan, Ramajayam, Bakkyaraj, Thangarasu   +1 more
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A combined invariant-subspace and subspace identification method for continuous-time state–space models using slowly sampled multi-sine-wave data

Automatica, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Subspace-based methods for the identification of linear time-invariant systems

Automatica, 1995
This tutorial paper explains various subspace-based methods for the identification of linear time-invariant systems. Realization based methods compute the singular value decomposition of the Hankel matrix of the system and the observability and controllability matrices are obtained from this decomposition.
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A decoupled method for power system time domain simulation via invariant subspace partition

IEEE Power Engineering Society General Meeting, 2005, 2005
A decoupled method is proposed to deal with time domain simulation for power system dynamic analysis. Traditionally there are two main categories of numerical integration methods: explicit methods and implicit methods. The implicit methods are numerically stable but require more computational time to solve the nonlinear equations; while explicit ...
D. Yang, V. Ajjarapu
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Vehicle Dynamics Equation Identified by combined Invariant Subspace & Subspace Method

2023 35th Chinese Control and Decision Conference (CCDC), 2023
Jingze You, Hao Zhang, Chao Huang, Junmin Peng   +3 more
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Invariant Subspace Methods for the Numerical Solution of Riccati Equations

1991
In this tutorial paper, an overview is given of progress over the past ten to fifteen years towards reliable and efficient numerical solution of various types of Riccati equations. Our attention will be directed primarily to matrix-valued algebraic Riccati equations and numerical methods for their solution based on computing bases for invariant ...
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