6533b7dafe1ef96bd126eaf4

RESEARCH PRODUCT

Higher order matrix differential equations with singular coefficient matrices

Ioannis A. KougioumtzoglouV. C. FragkoulisAntonina PirrottaAthanasios A. Pantelous

subject

Stochastic partial differential equationMatrix (mathematics)Constant coefficientsSingular solutionComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONMathematical analysisMathematicsofComputing_NUMERICALANALYSISMatrix analysisCoefficient matrixDifferential algebraic equationMatrix multiplicationMathematics

description

In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.

yearjournalcountryeditionlanguage
2015-01-01AIP Conference Proceedings
https://doi.org/10.1063/1.4912578