On the Error in the Product QR Decomposition

This is the published version, also available here: http://dx.doi.org/10.1137/090761562.We develop both a normwise and a componentwise error analysis for the QR factorization of long products of invertible matrices. We obtain global error bounds for both the orthogonal and upper triangular factors that depend on uniform bounds on the size of the local error, the local degree of nonnormality, and integral separation, a natural condition related to gaps between eigenvalues but for products of matrices. We illustrate our analytical results with numerical results that show the dependence on the degree of nonnormality and the strength of integral separation

A Lyapunov exponent based stability theory for ordinary differential equation initial value problem solvers

In this dissertation we consider the stability of numerical methods approximating the solution of bounded, stable, and time-dependent solutions of ordinary differential equation initial value problems. We use Lyapunov exponent theory to determine conditions on the maximum allowable step-size that guarantees that a one-step method produces a decaying numerical solution to an asymptotically contracting, time-dependent, linear problem. This result is used to justify using a one-dimensional asymptotically contracting real-valued nonautonomous linear test problem to characterize the stability of a one-step method. The linear stability result is applied to prove a stability result for the numerical solution of a class of stable nonlinear problems. We use invariant manifold theory to show that we can obtain similar stability results for strictly stable linear multistep methods approximating asymptotically contracting, time-dependent, linear problems by relating their stability to the stability of an underlying one-step method. The stability theory for one-step methods is used to devise a procedure for stabilizing a solver that fails to produce a decaying solution to a linear problem when selecting step-size using standard error control techniques. Additionally, we develop an algorithm that selects step-size for the numerical solution of a decaying nonautonomous scalar test problem based on accuracy and the stability theory we developed

Normal Vibrations in Near-Conservative Self-Excited and Viscoelastic Nonlinear Systems

International audienceA perturbation methodology and power series are utilized to the analysis of nonlinear normal vibration modes in broad classes of finite-dimensional self-excited nonlinear systems close to conservative systems taking into account similar nonlinear normal modes. The analytical construction is presented for some concrete systems. Namely, two linearly connected Van der Pol oscillators with nonlinear elastic characteristics and a simplest two-degrees-of-freedom nonlinear model of plate vibrations in a gas flow are considered. Periodical quasinormal solutions of integro-differential equations corresponding to viscoelastic mechanical systems are constructed using a convergent iteration process. One assumes that conservative systems appropriate for the dominant elastic interactions admit similar nonlinear normal modes