1996SIAM Journal on Matrix Analysis and ApplicationsRequires access

Generalized Inverses of Differential-Algebraic Operators

Peter Kunkel, Volker Mehrmann

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Abstract

In the theoretical treatment of linear differential-algebraic equations one must deal with inconsistent initial conditions, inconsistent inhomogeneities, and undetermined solution components. Often their occurrence is excluded by assumptions to allow a theory along the lines of differential equations. This paper aims at a theory that generalizes the well-known least squares solution of linear algebraic equations to linear differential-algebraic equations and that fixes a unique solution even when the initial conditions or the inhomogeneities are inconsistent or when undetermined solution components are present. For that a higher index differential-algebraic equation satisfying some mild assumptions is replaced by a so-called strangeness-free differential-algebraic equation with the same solution set. The new equation is transformed into an operator equation and finally generalized inverses are developed for the underlying differential-algebraic operator.

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In the theoretical treatment of linear differential-algebraic equations one must deal with inconsistent initial conditions, inconsistent inhomogeneities, and undetermined solution components. Often their occurrence is excluded by assumptions to allow a theory along the lines of differential equations. This paper aims at a theory that generalizes the well-known least squares solution of linear algebraic equations to linear differential-algebraic equations and that fixes a unique solution even when the initial conditions or the inhomogeneities are inconsistent or when undetermined solution components are present. For that a higher index differential-algebraic equation satisfying some mild assumptions is replaced by a so-called strangeness-free differential-algebraic equation with the same solution set. The new equation is transformed into an operator equation and finally generalized inverses are developed for the underlying differential-algebraic operator.

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Available abstract

In the theoretical treatment of linear differential-algebraic equations one must deal with inconsistent initial conditions, inconsistent inhomogeneities, and undetermined solution components. Often their occurrence is excluded by assumptions to allow a theory along the lines of differential equations. This paper aims at a theory that generalizes the well-known least squares solution of linear algebraic equations to linear differential-algebraic equations and that fixes a unique solution even when the initial conditions or the inhomogeneities are inconsistent or when undetermined solution components are present. For that a higher index differential-algebraic equation satisfying some mild assumptions is replaced by a so-called strangeness-free differential-algebraic equation with the same solution set. The new equation is transformed into an operator equation and finally generalized inverses are developed for the underlying differential-algebraic operator.

Key concepts: Mathematics, Differential algebraic geometry, Algebraic differential equation, Differential equation, Differential algebraic equation, Universal differential equation, Algebraic number, Algebraic equation

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