It is shown that the structural index of a linear differential–algebraic equation (DAE) with constant coefficients and with index 1 may be arbitrarily high, contrary to a previous result from the literature. This demonstrates that Pantelides’ algorithm applied to DAEs of index 1 may perform an arbitrarily high number of iterations and differentiations.

in this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. the sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. then, the newton-raphson method is used for solving these sets of algebraic equations. to present ability ...

In this article, we have investigate a Taylor collocation method, which is based on collocation method for solving fractional pantograph equation. This method is based on first taking the truncated fractional Taylor expansions of the solution function in the mathematical model and then substituting their matrix forms into the equation. Using the collocation points, we have the system of nonline...

Abstract. We study an algorithm for the numerical solution of algebraic matrix Riccati equations that arise in linear optimal control problems. The algorithm can be considered to be a multishift technique, which uses only orthogonal symplectic similarity transformations to compute a Lagrangian invariant subspace of the associated Hamiltonian matrix. We describe the details of this method and co...

We study the quadratic matrix equation X2 − EX − F = 0, where E is diagonal and F is an M -matrix. Quadratic matrix equations of this type arise in noisy Wiener–Hopf problems for Markov chains. The solution of practical interest is a particular M -matrix solution. The existence and uniqueness of M -matrix solutions and numerical methods for finding the desired M -matrix solution are discussed b...

in this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. we utilize spectral-collocation method combining with a product integration technique in order to discretize the terms involving spatial fractional order derivatives that leads to a simple evaluation of the related terms. by using bernstein polynomial basis, the problem is transformed in...

In this paper we introduce an algebraic theory of classical matrix orthogonal polynomials as a particular case of the semi-classical ones, defined by a distributional equation for the corresponding orthogonality functional. This leads to several properties that characterize the classical matrix families, among them, a structure relation and a second order differo-differential equation. In the p...

We consider linear systems of algebraic equations Su = f with tridiagonal interval matrix S and interval vector f An interval version of the sweep method allows us to find an interval vector u = ( u t , u 2 , . . . , u n ) T that contains the united set of solutions of the system. In the paper we present estimates of the absolute value and the width of the intervals ui, i = 1, 2 , . . . , ~z ti...