Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some similarities between the different types of these so-called matrix pencil methods, the general ideas used as well as the proofs differ considerably. Moreover, the available theory hardly reveals the relations between the different methods. In this work, a different derivation of various matrix pencil methods is presented using a unifying framework of a new type of eigenvalue problem: the polynomial two-parameter eigenvalue problem, of which the quadratic two-parameter eigenvalue problem is a special case. This framework makes it possible to establish relations between various seemingly different methods and provides further insight in the theory of matrix pencil methods. We also recognize a few new matrix pencil variants to determine DDE stability. Finally, the recognition of the new types of eigenvalue problem opens a door to efficient computation of DDE stability

Disguised and new quasi-Newton methods for nonlinear eigenvalue problems

In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations of the Jacobian matrix lead to competitive algorithms, and provide convergence theory. The convergence analysis is based on theory for quasi-Newton methods and Keldysh's theorem for NEPs. We derive new algorithms and also show that several well-established methods for NEPs can be interpreted as quasi-Newton methods, and thereby provide insight to their convergence behavior. In particular, we establish quasi-Newton interpretations of Neumaier's residual inverse iteration and Ruhe's method of successive linear problems

Anesthetic action on the transmission delay between cortex and thalamus explains the beta-buzz observed under propofol anesthesia

In recent years, more and more surgeries under general anesthesia have been performed with the assistance of electroencephalogram (EEG) monitors. An increase in anesthetic concentration leads to characteristic changes in the power spectra of the EEG. Although tracking the anesthetic-induced changes in EEG rhythms can be employed to estimate the depth of anesthesia, their precise underlying mechanisms are still unknown. A prominent feature in the EEG of some patients is the emergence of a strong power peak in the β–frequency band, which moves to the α–frequency band while increasing the anesthetic concentration. This feature is called the beta-buzz. In the present study, we use a thalamo-cortical neural population feedback model to reproduce observed characteristic features in frontal EEG power obtained experimentally during propofol general anesthesia, such as this beta-buzz. First, we find that the spectral power peak in the α– and δ–frequency ranges depend on the decay rate constant of excitatory and inhibitory synapses, but the anesthetic action on synapses does not explain the beta-buzz. Moreover, considering the action of propofol on the transmission delay between cortex and thalamus, the model reveals that the beta-buzz may result from a prolongation of the transmission delay by increasing propofol concentration. A corresponding relationship between transmission delay and anesthetic blood concentration is derived. Finally, an analytical stability study demonstrates that increasing propofol concentration moves the systems resting state towards its stability threshold

A stabilising control strategy for Cyber-Physical Power Systems

The cyber-physical nature of electric power systems has increased immensely over the last decades, with advanced communication infrastructure paving the way. It is now possible to design wide-area controllers, relying on remote monitor and control of devices, that can tackle power system stability problems more effectively than local controllers. However, their performance and security relies extensively on the communication infrastructure and can make power systems vulnerable to disturbances emerging on the cyber side of the system. In this paper, we investigate the effect of communication delays on the performance of wide-area damping controllers (WADC) designed to stabilise oscillatory modes in a Cyber-Physical Power System (CPPS). We propose a rule-based control strategy that combines wide-area and traditional local stabilising controllers to increase the performance and maintain the stable operation of CPPS. The proposed strategy is validated on a reduced CPPS equivalent model of Great-Britain (GB)

Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some similarities between the different types of these so-called matrix pencil methods, the general ideas used as well as the proofs differ considerably. Moreover, the available theory hardly reveals the relations between the different methods. In this work, a different derivation of various matrix pencil methods is presented using a unifying framework of a new type of eigenvalue problem: the polynomial two-parameter eigenvalue problem, of which the quadratic two-parameter eigenvalue problem is a special case. This framework makes it possible to establish relations between various seemingly different methods and provides further insight in the theory of matrix pencil methods. We also recognize a few new matrix pencil variants to determine DDE stability. Finally, the recognition of the new types of eigenvalue problem opens a door to efficient computation of DDE stability.status: publishe

A rank-exploiting infinite Arnoldi algorithm for nonlinear eigenvalue problems

We consider the nonlinear eigenvalue problem M(λ)x = 0, where M(λ) is a large parameter-dependent matrix. In several applications, M(λ) has a structure where the higher-order terms of its Taylor expansion have a particular low-rank structure. We propose a new Arnoldi-based algorithm that can exploit this structure. More precisely, the proposed algorithm is equivalent to Arnoldi's method applied to an operator whose reciprocal eigenvalues are solutions to the nonlinear eigenvalue problem. The iterates in the algorithm are functions represented in a particular structured vector-valued polynomial basis similar to the construction in the infinite Arnoldi method [Jarlebring, Michiels, and Meerbergen, Numer. Math., 122 (2012), pp. 169–195]. In this paper, the low-rank structure is exploited by applying an additional operator and by using a more compact representation of the functions. This reduces the computational cost associated with orthogonalization, as well as the required memory resources. The structure exploitation also provides a natural way in carrying out implicit restarting and locking without the need to impose structure in every restart. The efficiency and properties of the algorithm are illustrated with two large-scale problems. Copyright © 2016 John Wiley & Sons, Ltd

Krylov approximation of linear odes with polynomial parameterization

We propose a new numerical method to solve linear ordinary differential equations of the type δu/δt (t, ϵ) = A(ϵ) u(t,ϵ), where A: C → Cn×n is a matrix polynomial with large and sparse matrix coefficients. The algorithm computes an explicit parameterization of approximations of u(t, ϵ) such that approximations for many different values of ϵ and t can be obtained with a very small additional computational effort. The derivation of the algorithm is based on a reformulation of the parameterization as a linear parameter-free ordinary differential equation and on approximating the product of the matrix exponential and a vector with a Krylov method. The Krylov approximation is generated with Arnoldi's method and the structure of the coefficient matrix turns out to be independent of the truncation parameter so that it can also be interpreted as Arnoldi's method applied to an infinite dimensional matrix. We prove the super linear convergence of the algorithm and provide a posteriori error estimates to be used as termination criteria. The behavior of the algorithm is illustrated with examples stemming from spatial discretizations of partial differential equations