DAESA, Differential-Algebraic Equations Structural Analyzer, is a MATLAB tool for structural analysis of differential-algebraic equations (DAEs). It allows convenient translation of a DAE system into MATLAB and provides a small set of easy-to-use functions. DAESA can analyze systems that are fully nonlinear, highindex, and of any order. It determines structural index, number of degrees of freed...

An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of such equations (including the existence of solutions) driven by one-dimensional Brownian motion. The idea is to replace the original equation by a system of BS...

Regular linear matrix pencils A − E∂ ∈ K[∂], where K = Q, R or C, and the associated differential algebraic equation (DAE) Eẋ = Ax are studied. The Wong sequences of subspaces are investigate and invoked to decompose the Kn into V⊕W, where any bases of the linear spaces V and W transform the matrix pencil into the Quasi-Weierstraß form. The Quasi-Weierstraß form of the matrix pencil decouples t...

For linear di erential algebraic equations of tractability index 1 the notion of the adjoint equation is analysed in full detail. Its solvability is shown at the lowest possible smoothness. The fundamental matrices of both equations are de ned and their relationships are characterized.

We study singular matrix pencils and show that the so called Wong sequences yield a quasi-Kronecker form. This form decouples the matrix pencil into an underdetermined part, a regular part and an overdetermined part. This decoupling is sufficient to fully characterize the solution behaviour of the differential-algebraic equations associated with the matrix pencil. Furthermore, the Kronecker can...

For linear di erential algebraic equations of tractability index the notion of the adjoint equation is analysed in full detail Its solvability is shown at the lowest possible smoothness The fundamental matrices of both equations are de ned and their relationships are characterized

In this paper the strong observability and strong detectability of a general class of singular linear systems with unknown inputs are tackled. The case when the matrix pencil is non-regular is comprised (i.e., more than one solution for the differential equation is allowed). It is shown that, under suitable assumptions, the original problem can be studied by means of a regular (non-singular) li...

In this paper, operational matrix method based upon the Bernstein polynomials is proposed to solve the variable order fractional integro-differential equations in the Caputo derivative sense. We derive the Bernstein polynomials operational matrix of fractional order integration and introduce the product operational matrix of Bernstein polynomials. A truncated the Bernstein polynomials series to...

In the present paper, a numerical method is considered for solving one-dimensional heat equation subject to both Neumann and Dirichlet initial boundary conditions. This method is a combination of collocation method and radial basis functions (RBFs). The operational matrix of derivative for Laguerre-Gaussians (LG) radial basis functions is used to reduce the problem to a set of algebraic equatio...

In this paper, an effective numerical method is introduced for the treatment of nonlinear two-dimensional Volterra-Fredholm integro-differential equations. Here, we use the so-called two-dimensional block-pulse functions.First, the two-dimensional block-pulse operational matrix of integration and differentiation has been presented. Then, by using this matrices, the nonlinear two-dimensional Vol...